Browse by author
Lookup NU author(s): Dr Jere KoskelaORCiD
This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0).
In this work, we develop excursion theory for the Wright–Fisher diffusion with mutation. Our construction is intermediate between the classical excursion theory where all excursions begin and end at a single point and the more general approach considering excursions of processes from general sets. Since the Wright–Fisher diffusion has two boundary points, it is natural to construct excursions which start from a specified boundary point, and end at one of two boundary points which determine the next starting point. In order to do this we study the killed Wright–Fisher diffusion, which is sent to a cemetery state whenever it hits either endpoint. We then construct a marked Poisson process of such killed paths which, when concatenated, produce a pathwise construction of the Wright–Fisher diffusion. As an application of our results we determine the Hausdorff dimension of the set of times spent at a given boundary point. This result is then used to provide a new proof that Wright–Fisher path laws with different mutation parameters are mutually singular.
Author(s): Jenkins PA, Koskela J, Rivero VM, Sant J, Spano D, Valentic I
Publication type: Article
Publication status: Published
Journal: Electronic Journal of Probability
Year: 2025
Volume: 30
Pages: 1-31
Online publication date: 21/05/2025
Acceptance date: 06/05/2025
Date deposited: 06/05/2025
ISSN (electronic): 1083-6489
Publisher: Institute of Mathematical Statistics and the Bernoulli Society
URL: https://doi.org/10.1214/25-EJP1354
DOI: 10.1214/25-EJP1354
ePrints DOI: 10.57711/ys00-6t47
Altmetrics provided by Altmetric
