Limits of rescaled renormalized diffusion matrices

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Let D⊂RdD\subset\mathbb R^d be the domain of a renormalization class W\mathcal W, let (ck)k≥0(c_k)_{k\geq0} be positive migration constants, and define sn=∑k=0n−1ck−1s_n=\sum_{k=0}^{n-1}c_k^{-1} and the iterated renormalizations F(n)wF^{(n)}w. Let F‾γ\overline F_\gamma denote the rescaled renormalization transformation. Assume sn→∞s_n\to\infty and sn+1/sn→1+γ∗s_{n+1}/s_n\to1+\gamma^* for some γ∗∈[0,∞]\gamma^*\in[0,\infty]. Limits of rescaled renormalized diffusion matrices. For every w∈Ww\in\mathcal W, there is a limit w∗w^* such that

snF(n)w⟶w∗.s_nF^{(n)}w\longrightarrow w^*.

Moreover, w∗w^* satisfies F‾γ∗w∗=w∗\overline F_{\gamma^*}w^*=w^* if 0<γ∗<∞0<\gamma^*<\infty, satisfies

12∑i,j=1dwij∗(x)∂2∂xi∂xjw∗(x)+w∗(x)=0(x∈D‾)\frac12\sum_{i,j=1}^dw^*_{ij}(x)\frac{\partial^2}{\partial x_i\partial x_j}w^*(x)+w^*(x)=0\qquad(x\in\overline D)

if γ∗=0\gamma^*=0, and satisfies lim⁡γ→∞F‾γw∗=w∗\lim_{\gamma\to\infty}\overline F_\gamma w^*=w^* if γ∗=∞\gamma^*=\infty. The conjecture is proved in the cited context for catalytic Wright–Fisher diffusions when γ∗<∞\gamma^*<\infty, while the general case, especially γ∗=0\gamma^*=0, remains open.

References

Primary source

Jan M. Swart, “Extinction versus unbounded growth; Habilitation Thesis of the University Erlangen-Nürnberg”, arXiv:math/0702095 (2007).

Additional references

2 papers in this index state this conjecture (2005–2007). The statement above is taken from the most recent of them; the others are arXiv:math/0506311.

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