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July, 1989 Large Deviation Results for a Class of Markov Chains Arising from Population Genetics
Gregory J. Morrow, Stanley Sawyer
Ann. Probab. 17(3): 1124-1146 (July, 1989). DOI: 10.1214/aop/1176991260


Let $\{X_n\}$ be a Markov chain on a bounded set in $R^d$ with $E_x(X_1) = f_N(x) = x + \beta_N h_N(x)$, where $x_0$ is a stable fixed point of $f_N(x) = x$, and $\operatorname{Cov}_x(X_1) \approx \sigma^2(x)/N$ in various senses. Let $D$ be an open set containing $x_0$, and assume $h_N(x) \rightarrow h(x)$ uniformly in $D$ and either $\beta_N \equiv 1$ or $\beta_N \rightarrow 0, \beta_N \gg \sqrt{\log N/N}$. Then, assuming various regularity conditions and $X_0 \in D$, the time the process takes to exit from $D$ is logarithmically equivalent in probability to $e^{VN\beta_N}$, where $V > 0$ is the solution of a variational problem of Freidlin-Wentzell type $\lbrack \text{if} \beta_N \rightarrow 0 \text{and} d = 1, V = \inf\{2 \int^y_{x_0}\sigma^{-2}(u)|h(u) du|: y \in \partial D\} \rbrack$. These results apply to the Wright-Fisher model in population genetics, where $\{X_n\}$ represent gene frequencies and the average effect of forces such as selection and mutation are much stronger than effects due to finite population size.


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Gregory J. Morrow. Stanley Sawyer. "Large Deviation Results for a Class of Markov Chains Arising from Population Genetics." Ann. Probab. 17 (3) 1124 - 1146, July, 1989.


Published: July, 1989
First available in Project Euclid: 19 April 2007

zbMATH: 0684.60018
MathSciNet: MR1009448
Digital Object Identifier: 10.1214/aop/1176991260

Primary: 60F10
Secondary: 60G40 , 60J10 , 92A10

Keywords: large deviations , Markov chains , Population genetics , Ventsel-Freidlin , Wright-Fisher

Rights: Copyright © 1989 Institute of Mathematical Statistics

Vol.17 • No. 3 • July, 1989
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