Gene flow across geographical barriers — scaling limits of random walks with obstacles
We study a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. We obtain a non trivial scaling limit which behaves like reflected Brownian motion until its local time at zero reaches...
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Published in | Stochastic processes and their applications Vol. 129; no. 10; pp. 3748 - 3773 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.10.2019
Elsevier |
Subjects | |
Online Access | Get full text |
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Summary: | We study a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. We obtain a non trivial scaling limit which behaves like reflected Brownian motion until its local time at zero reaches an exponential variable. It then follows reflected Brownian motion on the other side of the origin until its local time at zero reaches another exponential level, etc. These random walks are used in population genetics to trace the position of ancestors in the past near geographical barriers. |
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ISSN: | 0304-4149 1879-209X |
DOI: | 10.1016/j.spa.2018.10.006 |