Coalescence and sampling distributions for Feller diffusions

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Abstract: Consider the diffusion process defined by the forward equation ut(t,x)=frac12xu(t,x)xx−alphaxu(t,x)x for t,xge0 and −infty<alpha<infty, with an initial condition u(0,x)=delta(x−x0). This equation was introduced and solved by Feller to model the growth of a population of independently reproducing individuals. We explore important coalescent processes related to Feller's solution. For any alpha and x0>0 we calculate the distribution of the random variable An(s,t), defined as the finite number of ancestors at a time s in the past of a sample of size n taken from the infinite population of a Feller diffusion at a time t since since its initiation. We illustrate two applications: The first is an efficient derivation of the stationary sampling distribution of a subcritical diffusion of a population of multiple types undergoing neutral mutations between types. The second is the construction of a coalescent tree for a supercritical diffusion assuming a uniform prior on the time since initiation of the tree, from which sampling distributions for a multi-type population undergoing slow, neutral mutations are derived.












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