Limits of rescaled renormalized diffusion matrices

From papers

Let DRdD\subset\mathbb R^d be the domain of a renormalization class W\mathcal W, let (ck)k0(c_k)_{k\geq0} be positive migration constants, and define sn=k=0n1ck1s_n=\sum_{k=0}^{n-1}c_k^{-1} and the iterated renormalizations F(n)wF^{(n)}w. Let Fγ\overline F_\gamma denote the rescaled renormalization transformation. Assume sns_n\to\infty and sn+1/sn1+γs_{n+1}/s_n\to1+\gamma^* for some γ[0,]\gamma^*\in[0,\infty]. Limits of rescaled renormalized diffusion matrices. For every wWw\in\mathcal W, there is a limit ww^* such that

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

Moreover, ww^* satisfies Fγw=w\overline F_{\gamma^*}w^*=w^* if 0<γ<0<\gamma^*<\infty, satisfies

12i,j=1dwij(x)2xixjw(x)+w(x)=0(xD)\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 limγFγw=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.

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Sources & referencesView supporting material

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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