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A variant of the Wright-Fisher diffusion model coming from the theory of matrix-valued spherical functions

Domínguez de la Iglesia, Manuel

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The W igh -Fishe model A a ian o he W igh -Fishe model A a ian o he W igh -Fishe di usion model coming om he heo y o ma ix- alued sphe ical unc ions Manuel Dom´ınguez de la Iglesia Depa amen o de An´alisis Ma em´a ico, Uni e sidad de Se illa 1s Join Con e ence o he Belgian, Royal Spanish and Luxembou g Ma hema ical Socie ies Li`ege, Belgium, June 7 h, 2012 The W igh -Fishe model A a ian o he W igh -Fishe model Ou line 1The W igh -Fishe model The o iginal p oblem The di usion app oxima ion Spec al me hods 2A a ian o he W igh -Fishe model The coe icien s o he hyb id p ocess P obabilis ic in e p e a ion Spec al me hods The W igh -Fishe model A a ian o he W igh -Fishe model Ou line 1The W igh -Fishe model The o iginal p oblem The di usion app oxima ion Spec al me hods 2A a ian o he W igh -Fishe model The coe icien s o he hyb id p ocess P obabilis ic in e p e a ion Spec al me hods The W igh -Fishe model A a ian o he W igh -Fishe model The W igh -Fishe model The W igh -Fishe model conside s a gene popula ion o cons an size M composed o wo ypes Aand B. Call #A=i. The nex gene a ion is de e mined by Mindependen binomial ials: each ial esul s in Ao Bwi h p obabili ies pi=i M,qi= 1 −pi= 1 −i M The e o e we gene a e a disc e e- ime Ma ko chain {X(n)}whe e X(n) = {#Ain he n- h gene a ion} wi h s a e space S={0,1,...,M}and ansi ion p obabili y ma ix P {X(n+ 1) = j|X(n) = i}=M jpj iqM−j i A mo e ealis ic model akes accoun o mu a ion p essu es Aa −→ B,Bb −→ A,a,b>0 We ha e he same ansi ion p obabili y ma ix bu now pi=i M(1 −a) + 1−i Mb,qi= 1 −pi The W igh -Fishe model A a ian o he W igh -Fishe model The W igh -Fishe model The W igh -Fishe model conside s a gene popula ion o cons an size M composed o wo ypes Aand B. Call #A=i. The nex gene a ion is de e mined by Mindependen binomial ials: each ial esul s in Ao Bwi h p obabili ies pi=i M,qi= 1 −pi= 1 −i M The e o e we gene a e a disc e e- ime Ma ko chain {X(n)}whe e X(n) = {#Ain he n- h gene a ion} wi h s a e space S={0,1,...,M}and ansi ion p obabili y ma ix P {X(n+ 1) = j|X(n) = i}=M jpj iqM−j i A mo e ealis ic model akes accoun o mu a ion p essu es Aa −→ B,Bb −→ A,a,b>0 We ha e he same ansi ion p obabili y ma ix bu now pi=i M(1 −a) + 1−i Mb,qi= 1 −pi The W igh -Fishe model A a ian o he W igh -Fishe model The W igh -Fishe model The W igh -Fishe model conside s a gene popula ion o cons an size M composed o wo ypes Aand B. Call #A=i. The nex gene a ion is de e mined by Mindependen binomial ials: each ial esul s in Ao Bwi h p obabili ies pi=i M,qi= 1 −pi= 1 −i M The e o e we gene a e a disc e e- ime Ma ko chain {X(n)}whe e X(n) = {#Ain he n- h gene a ion} wi h s a e space S={0,1,...,M}and ansi ion p obabili y ma ix P {X(n+ 1) = j|X(n) = i}=M jpj iqM−j i A mo e ealis ic model akes accoun o mu a ion p essu es Aa −→ B,Bb −→ A,a,b>0 We ha e he same ansi ion p obabili y ma ix bu now pi=i M(1 −a) + 1−i Mb,qi= 1 −pi The W igh -Fishe model A a ian o he W igh -Fishe model The W igh -Fishe model The W igh -Fishe model conside s a gene popula ion o cons an size M composed o wo ypes Aand B. Call #A=i. The nex gene a ion is de e mined by Mindependen binomial ials: each ial esul s in Ao Bwi h p obabili ies pi=i M,qi= 1 −pi= 1 −i M The e o e we gene a e a disc e e- ime Ma ko chain {X(n)}whe e X(n) = {#Ain he n- h gene a ion} wi h s a e space S={0,1,...,M}and ansi ion p obabili y ma ix P {X(n+ 1) = j|X(n) = i}=M jpj iqM−j i A mo e ealis ic model akes accoun o mu a ion p essu es Aa −→ B,Bb −→ A,a,b>0 We ha e he same ansi ion p obabili y ma ix bu now pi=i M(1 −a) + 1−i Mb,qi= 1 −pi The W igh -Fishe model A a ian o he W igh -Fishe model The W igh -Fishe model The W igh -Fishe model conside s a gene popula ion o cons an size M composed o wo ypes Aand B. Call #A=i. The nex gene a ion is de e mined by Mindependen binomial ials: each ial esul s in Ao Bwi h p obabili ies pi=i M,qi= 1 −pi= 1 −i M The e o e we gene a e a disc e e- ime Ma ko chain {X(n)}whe e X(n) = {#Ain he n- h gene a ion} wi h s a e space S={0,1,...,M}and ansi ion p obabili y ma ix P {X(n+ 1) = j|X(n) = i}=M jpj iqM−j i A mo e ealis ic model akes accoun o mu a ion p essu es Aa −→ B,Bb −→ A,a,b>0 We ha e he same ansi ion p obabili y ma ix bu now pi=i M(1 −a) + 1−i Mb,qi= 1 −pi The W igh -Fishe model A a ian o he W igh -Fishe model Example M= 15 A= b own eyes, B= blue eyes bb b b b b b b b b b b b b b b b X(0) = 8 The W igh -Fishe model A a ian o he W igh -Fishe model Example M= 15 A= b own eyes, B= blue eyes bb b b b b b b b b b b b b b b b X(0) = 8 b b b b b b b b b b b b b b b X(1) = 9 b b b b b b b b b b b b b b b X(2) = 7 b b b b b b b b b b b b b b b X(3) = 10 b b b b b b b b b b b b b b b X(4) = 11 b b b b b b b b b b b b b b b X(5) = 10 b b b b b b b b b b b b b b b X(6) = 13 b b b b b b b b b b b b b b b X(7) = 11 The W igh -Fishe model A a ian o he W igh -Fishe model Example M= 15 A= b own eyes, B= blue eyes bb b b b b b b b b b b b b b b b X(0) = 8 b b b b b b b b b b b b b b b X(1) = 9 b b b b b b b b b b b b b b b X(2) = 7 b b b b b b b b b b b b b b b X(3) = 10 b b b b b b b b b b b b b b b X(4) = 11 b b b b b b b b b b b b b b b X(5) = 10 b b b b b b b b b b b b b b b X(6) = 13 b b b b b b b b b b b b b b b X(7) = 11 b b b b b b b b b b b b b b b X(8) = 8 The W igh -Fishe model A a ian o he W igh -Fishe model The di usion app oxima ion Conside he p ocess Y( ) = lim M→∞ YM( ) = lim M→∞ X([M ]) M I we call h= 1/Mand x=i/M, we ha e ha τ(x) = lim h→0+ 1 hE[YM( +h)−YM( )|YM( ) = x] = −γ1x+(1−x)γ2 σ2(x) = lim h→0+ 1 hEh(YM( +h)−YM( ))2|YM( ) = xi=x(1 −x) whe e γ1=aM and γ2=bM a e he in ensi ies o mu a ion. The e o e Y( ) is a con inuous- ime di usion p ocess wi h s a e space S= [0,1], d i τ(x) and di usion coe icien σ2(x). Y( ) = Y e ol es acco ding o he s ochas ic di e en ial equa ion dY =τ(Y ) + σ(Y )dB The W igh -Fishe model A a ian o he W igh -Fishe model The di usion app oxima ion Conside he p ocess Y( ) = lim M→∞ YM( ) = lim M→∞ X([M ]) M I we call h= 1/Mand x=i/M, we ha e ha τ(x) = lim h→0+ 1 hE[YM( +h)−YM( )|YM( ) = x] = −γ1x+(1−x)γ2 σ2(x) = lim h→0+ 1 hEh(YM( +h)−YM( ))2|YM( ) = xi=x(1 −x) whe e γ1=aM and γ2=bM a e he in ensi ies o mu a ion. The e o e Y( ) is a con inuous- ime di usion p ocess wi h s a e space S= [0,1], d i τ(x) and di usion coe icien σ2(x). Y( ) = Y e ol es acco ding o he s ochas ic di e en ial equa ion dY =τ(Y ) + σ(Y )dB The W igh -Fishe model A a ian o he W igh -Fishe model The di usion app oxima ion Conside he p ocess Y( ) = lim M→∞ YM( ) = lim M→∞ X([M ]) M I we call h= 1/Mand x=i/M, we ha e ha τ(x) = lim h→0+ 1 hE[YM( +h)−YM( )|YM( ) = x] = −γ1x+(1−x)γ2 σ2(x) = lim h→0+ 1 hEh(YM( +h)−YM( ))2|YM( ) = xi=x(1 −x) whe e γ1=aM and γ2=bM a e he in ensi ies o mu a ion. The e o e Y( ) is a con inuous- ime di usion p ocess wi h s a e space S= [0,1], d i τ(x) and di usion coe icien σ2(x). Y( ) = Y e ol es acco ding o he s ochas ic di e en ial equa ion dY =τ(Y ) + σ(Y )dB The W igh -Fishe model A a ian o he W igh -Fishe model The di usion app oxima ion Conside he p ocess Y( ) = lim M→∞ YM( ) = lim M→∞ X([M ]) M I we call h= 1/Mand x=i/M, we ha e ha τ(x) = lim h→0+ 1 hE[YM( +h)−YM( )|YM( ) = x] = −γ1x+(1−x)γ2 σ2(x) = lim h→0+ 1 hEh(YM( +h)−YM( ))2|YM( ) = xi=x(1 −x) whe e γ1=aM and γ2=bM a e he in ensi ies o mu a ion. The e o e Y( ) is a con inuous- ime di usion p ocess wi h s a e space S= [0,1], d i τ(x) and di usion coe icien σ2(x). Y( ) = Y e ol es acco ding o he s ochas ic di e en ial equa ion dY =τ(Y ) + σ(Y )dB The W igh -Fishe model A a ian o he W igh -Fishe model Bounda y beha io The bounda ies 1,0 a e abso bing i 0 < γ1, γ2<1/2 and e lec ing i γ1, γ2≥1/2. 0 1 2 3 4 5 0 0.5 1 γ1=1/4,γ2=1/4 0 1 2 3 4 5 0 0.5 1 γ1=1,γ2=1/4 0 1 2 3 4 5 0 0.5 1 γ1=1/4,γ2=1 0 1 2 3 4 5 0 0.5 1 γ1=2,γ2=3/2 The W igh -Fishe model A a ian o he W igh -Fishe model Spec al me hods W i e γ1=1+β 2and γ2=1+α 2. The in ini esimal ope a o Ao he p ocess Y is A=x(1 −x)d2 dx2+ (1 + α−x(α+β+ 2)) d dx , α, β > −1 The o hono mal Jacobi polynomials Pα,β n(x) (o hogonal w. . ω(x) = xα(1 −x)β) a e eigen unc ions o A, i.e. APα,β n(x) = λnPα,β n(x), λn=−n(n+α+β+ 1) We ha e wo impo an p ope ies: Spec al ep esen a ion o he p obabili y densi y p( ;x,y) = ∞ X n=0 eλn Pα,β n(x)Pα,β n(y)yα(1 −y)β In a ian dis ibu ion (α, β ≥0) ψ(y) = lim →∞ p( ;x,y) = Γ(α+ 1)Γ(β+ 1) Γ(α+β+ 2) yα(1 −y)β The W igh -Fishe model A a ian o he W igh -Fishe model Spec al me hods W i e γ1=1+β 2and γ2=1+α 2. The in ini esimal ope a o Ao he p ocess Y is A=x(1 −x)d2 dx2+ (1 + α−x(α+β+ 2)) d dx , α, β > −1 The o hono mal Jacobi polynomials Pα,β n(x) (o hogonal w. . ω(x) = xα(1 −x)β) a e eigen unc ions o A, i.e. APα,β n(x) = λnPα,β n(x), λn=−n(n+α+β+ 1) We ha e wo impo an p ope ies: Spec al ep esen a ion o he p obabili y densi y p( ;x,y) = ∞ X n=0 eλn Pα,β n(x)Pα,β n(y)yα(1 −y)β In a ian dis ibu ion (α, β ≥0) ψ(y) = lim →∞ p( ;x,y) = Γ(α+ 1)Γ(β+ 1) Γ(α+β+ 2) yα(1 −y)β The W igh -Fishe model A a ian o he W igh -Fishe model Spec al me hods W i e γ1=1+β 2and γ2=1+α 2. The in ini esimal ope a o Ao he p ocess Y is A=x(1 −x)d2 dx2+ (1 + α−x(α+β+ 2)) d dx , α, β > −1 The o hono mal Jacobi polynomials Pα,β n(x) (o hogonal w. . ω(x) = xα(1 −x)β) a e eigen unc ions o A, i.e. APα,β n(x) = λnPα,β n(x), λn=−n(n+α+β+ 1) We ha e wo impo an p ope ies: Spec al ep esen a ion o he p obabili y densi y p( ;x,y) = ∞ X n=0 eλn Pα,β n(x)Pα,β n(y)yα(1 −y)β In a ian dis ibu ion (α, β ≥0) ψ(y) = lim →∞ p( ;x,y) = Γ(α+ 1)Γ(β+ 1) Γ(α+β+ 2) yα(1 −y)β The W igh -Fishe model A a ian o he W igh -Fishe model The coe icien s o he hyb id p ocess We conside now a hyb id p ocess o he o m {(Y ,R ) : ∈[0,+∞)} whe e Y ∈[0,1] is a W igh -Fishe ype di usion p ocess and R ∈ {1,2,...,N}is a con inuous- ime Ma ko chain ep esen ing N di e en phases o which he coe icien s o he p ocess Y may change. These p ocesses a e also known as di usions wi h Ma ko ian swi ching. Ou p ocess e ol es acco ding o he s ochas ic di e en ial equa ion dY =τR (Y ) + σR (Y )dB τi(x) = α+ 1 + N−i−x(α+β+ 2 + N−i), σ2 i(x) = 2x(1 −x) Obse e ha he in ensi ies o mu a ions depend on he phase so A β+1 2 −−→ Band B α+N−i+1 2 −−−−−→ A,i= 1,2,...,N A phase Nwe eco e he o iginal W igh -Fishe model. B→Ag ows as we ge close o he i s phases. The W igh -Fishe model A a ian o he W igh -Fishe model The ansi ion o phases The con inuous- ime p ocess R (depending also on he posi ion Y ) e ol es acco ding o a bi h-and-dea h p ocess whose in ini esimal ope a o is gi en by an N×N idiagonal ma ix Q(x) whe e Qi,i−1(x) = 1 1−x(N−i)(i+β−k),Qi,i+1(x) = x 1−x(i−1)(N−i+k) Qi,i(x) = −(Qi,i−1(x) + Qi,i+1(x)),0<k< β + 1 Q(x) only depends on βand a new pa ame e k. Fo example: N= 3 phases, β= 1,k= 3/2: Q(x) =       −1 1−x 1 1−x0 5x 2(1 −x) −3−5x 2(1 −x) 3 2(1 −x) 03x 1−x−3x 1−x       ,x∈(0,1) The W igh -Fishe model A a ian o he W igh -Fishe model The ansi ion o phases The con inuous- ime p ocess R (depending also on he posi ion Y ) e ol es acco ding o a bi h-and-dea h p ocess whose in ini esimal ope a o is gi en by an N×N idiagonal ma ix Q(x) whe e Qi,i−1(x) = 1 1−x(N−i)(i+β−k),Qi,i+1(x) = x 1−x(i−1)(N−i+k) Qi,i(x) = −(Qi,i−1(x) + Qi,i+1(x)),0<k< β + 1 Q(x) only depends on βand a new pa ame e k. Fo example: N= 3 phases, β= 1,k= 3/2: Q(x) =       −1 1−x 1 1−x0 5x 2(1 −x) −3−5x 2(1 −x) 3 2(1 −x) 03x 1−x−3x 1−x       ,x∈(0,1) The W igh -Fishe model A a ian o he W igh -Fishe model S ochas ic ep esen a ion Example: N= 3 phases, α= 0, β = 1,k= 3/2, allowing 4 changes The W igh -Fishe model A a ian o he W igh -Fishe model S ochas ic ep esen a ion Example: N= 3 phases, α= 0, β = 1,k= 3/2, allowing 4 changes Phase 1: σ2(x) = 2x(1 −x), τ1(x) = 3 −5x,Q1,1(x) = −1 1−x 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.2 0.4 0.6 0.8 1 1 The W igh -Fishe model A a ian o he W igh -Fishe model S ochas ic ep esen a ion Example: N= 3 phases, α= 0, β = 1,k= 3/2, allowing 4 changes Phase 2: σ2(x) = 2x(1 −x), τ2(x) = 2 −4x,Q2,2(x) = −3−5x 2(1−x) 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.2 0.4 0.6 0.8 1 1 2 The W igh -Fishe model A a ian o he W igh -Fishe model S ochas ic ep esen a ion Example: N= 3 phases, α= 0, β = 1,k= 3/2, allowing 4 changes Phase 3: σ2(x) = 2x(1 −x), τ3(x) = 1 −3x,Q3,3(x) = −3x 1−x 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.2 0.4 0.6 0.8 1 1 23 The W igh -Fishe model A a ian o he W igh -Fishe model S ochas ic ep esen a ion Example: N= 3 phases, α= 0, β = 1,k= 3/2, allowing 4 changes Phase 2: σ2(x) = 2x(1 −x), τ2(x) = 2 −4x,Q2,2(x) = −3−5x 2(1−x) 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.2 0.4 0.6 0.8 1 1 23 2 The W igh -Fishe model A a ian o he W igh -Fishe model Bounda y beha io The bounda y 0 (o 1) is e lec ing i α≥0 (o β≥0) and abso bing i −1< α < 0AND phase N(o −1< β < 0). The W igh -Fishe model A a ian o he W igh -Fishe model Wai ing imes and endency Wai ing imes We ha e o ake a look o he diagonal en ies o Q(x): Qii (x) = −1 1−x[(N−i)(i+β−k) + x(i−1)(N−i+k)] I x→1−⇒all phases a e ins an aneous. I x→0+o k→0+⇒phase Nis abso bing. I k→β+ 1 ⇒phase 1 is abso bing. Tendency I k→β+ 1 ⇒Backwa d endency Meaning: The pa ame e khelps he popula ion o A’s o su i e agains he popula ion o B’s. I k→0+⇒Fo wa d endency Meaning: Bo h popula ions Aand B’ igh ’ in he same condi ions. The W igh -Fishe model A a ian o he W igh -Fishe model Spec al me hods The in ini esimal ope a o Ais now ma ix- alued A=1 2A(x)d2 dx2+B(x)d dx +Q(x)d0 dx0 A(x) = 2x(1 −x)I,Bii (x) = τi(x) We al eady know (G ¨unbaum-Pacha oni-Ti ao, 2002) a amily o ma ix- alued o hono mal eigen unc ions Φn(x) o A: AΦn(x) = Φn(x)Γn,Γndiagonal They a e called he ma ix- alued sphe ical unc ions associa ed wi h he complex p ojec i e space. The co esponding weigh ma ix W(x) is diagonal wi h en ies Wii (x) = xα(1 −x)ββ−k+i−1 i−1N+k−i−1 N−ixN−i Spec al ep esen a ion o he p obabili y densi y P( ;x,y) = ∞ X n=0 Φn(x)eΓn Φ∗ n(y)W(y) The W igh -Fishe model A a ian o he W igh -Fishe model Spec al me hods The in ini esimal ope a o Ais now ma ix- alued A=1 2A(x)d2 dx2+B(x)d dx +Q(x)d0 dx0 A(x) = 2x(1 −x)I,Bii (x) = τi(x) We al eady know (G ¨unbaum-Pacha oni-Ti ao, 2002) a amily o ma ix- alued o hono mal eigen unc ions Φn(x) o A: AΦn(x) = Φn(x)Γn,Γndiagonal They a e called he ma ix- alued sphe ical unc ions associa ed wi h he complex p ojec i e space. The co esponding weigh ma ix W(x) is diagonal wi h en ies Wii (x) = xα(1 −x)ββ−k+i−1 i−1N+k−i−1 N−ixN−i Spec al ep esen a ion o he p obabili y densi y P( ;x,y) = ∞ X n=0 Φn(x)eΓn Φ∗ n(y)W(y) The W igh -Fishe model A a ian o he W igh -Fishe model Spec al me hods The in ini esimal ope a o Ais now ma ix- alued A=1 2A(x)d2 dx2+B(x)d dx +Q(x)d0 dx0 A(x) = 2x(1 −x)I,Bii (x) = τi(x) We al eady know (G ¨unbaum-Pacha oni-Ti ao, 2002) a amily o ma ix- alued o hono mal eigen unc ions Φn(x) o A: AΦn(x) = Φn(x)Γn,Γndiagonal They a e called he ma ix- alued sphe ical unc ions associa ed wi h he complex p ojec i e space. The co esponding weigh ma ix W(x) is diagonal wi h en ies Wii (x) = xα(1 −x)ββ−k+i−1 i−1N+k−i−1 N−ixN−i Spec al ep esen a ion o he p obabili y densi y P( ;x,y) = ∞ X n=0 Φn(x)eΓn Φ∗ n(y)W(y) The W igh -Fishe model A a ian o he W igh -Fishe model In a ian dis ibu ion The in a ian dis ibu ion ψ(y) (α, β ≥0) comes om he s udy o lim →∞ P( ;x,y) This should be independen o he ini ial s a e and phase. The e o e we should expec a ow ec o in a ian dis ibu ion ψ(y) = (ψ1(y), ψ2(y), . . . , ψN(y)) wi h 0 ≤ψj(y)≤1 and N X j=1 Z1 0 ψj(y)dy = 1 Explici o mula (MdI, 2012) ⇒ψ(y) = Z1 0 eT NW(x)eNdx−1 eT NW(y) whe e eT= (1,1,...,1). In pa icula ψj(y) = yα+N−j(1 −y)βN−1 j−1α+β+N α(β+N)(k)N−j(β−k+1)j−1 (α+β−k+2)N−1 The W igh -Fishe model A a ian o he W igh -Fishe model In a ian dis ibu ion The in a ian dis ibu ion ψ(y) (α, β ≥0) comes om he s udy o lim →∞ P( ;x,y) This should be independen o he ini ial s a e and phase. The e o e we should expec a ow ec o in a ian dis ibu ion ψ(y) = (ψ1(y), ψ2(y), . . . , ψN(y)) wi h 0 ≤ψj(y)≤1 and N X j=1 Z1 0 ψj(y)dy = 1 Explici o mula (MdI, 2012) ⇒ψ(y) = Z1 0 eT NW(x)eNdx−1 eT NW(y) whe e eT= (1,1,...,1). In pa icula ψj(y) = yα+N−j(1 −y)βN−1 j−1α+β+N α(β+N)(k)N−j(β−k+1)j−1 (α+β−k+2)N−1 The W igh -Fishe model A a ian o he W igh -Fishe model S udy o he in a ian dis ibu ion