Exact simulation of the Wright-Fisher diffusion

DOI10.1214/16-AAP1236zbMath1385.65006arXiv1506.06998OpenAlexW1719936859MaRDI QIDQ2403134

Paul A. Jenkins, Dario Spanò

Publication date: 15 September 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.06998

zbMATH Keywords

algorithmstochastic differential equationMonte Carlo methodpopulation geneticsFleming-Viot processsimulationseigenfunction expansionexact algorithmWright-Fisher diffusionKingman's coalescenttransition functiondiffusion bridgeretrospective simulation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Genetics and epigenetics (92D10)

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