The relative frequency between two continuous-state branching processes with immigration and their genealogy
Mar\'ia Emilia Caballero, Adri\'an Gonz\'alez Casanova, Jos\'e-Luis, P\'erez

TL;DR
This paper introduces a new stochastic process called the $ ext{Lambda}$-asymmetric frequency process ($ ext{Lambda}$-AFP) to study the relative frequency of two continuous-state branching processes with immigration, analyzing its properties, limits, and dualities.
Contribution
It defines the $ ext{Lambda}$-AFP, proves its Feller property, derives large population limits, and explores duality conditions, including connections to $ ext{Lambda}$-coalescents.
Findings
The $ ext{Lambda}$-AFP is a Feller process.
Large population limits of the process are characterized.
Conditions for the process to have a moment dual are established.
Abstract
When two (possibly different in distribution) continuous-state branching processes with immigration are present, we study the relative frequency of one of them when the total mass is forced to be constant at a dense set of times. This leads to a SDE whose unique strong solution will be the definition of a -asymmetric frequency process (-AFP). We prove that it is a Feller process and we calculate a large population limit when the total mass tends to infinity. This allows us to study the fluctuations of the process around its deterministic limit. Furthermore, we find conditions for the -AFP to have a moment dual. The dual can be interpreted in terms of selection, (coordinated) mutation, pairwise branching (efficiency), coalescence, and a novel component that comes from the asymmetry between the reproduction mechanisms. In the particular case of a pair of equally…
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods
