The reversibility and an SPDE for the generalized Fleming-Viot Processes with mutation
Zenghu Li, Huili Liu, Jie Xiong, Xiaowen Zhou

TL;DR
This paper introduces a generalized Fleming-Viot process with mutation, explores its reversibility, and establishes an SPDE framework, extending classical models to include simultaneous multiple coalescent events.
Contribution
It proves the existence of the (,)-Fleming-Viot process with mutation for general mutation generators and analyzes its reversibility and associated SPDE uniqueness.
Findings
Existence of the process for general mutation generators.
Reversibility properties of the process.
Uniqueness results for the related SPDE.
Abstract
The (\Xi, A)-Fleming-Viot process with mutation is a probability-measure-valued process whose moment dual is similar to that of the classical Fleming-Viot process except that the Kingman's coalescent is replaced by the \Xi-coalescent, the coalescent with simultaneous multiple collisions. We first prove the existence of such a process for general mutation generator A. We then investigate its reversibility. We also study both the weak and strong uniqueness of solution to the associated stochastic partial differential equation.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods
