An Ergodic Theorem for Fleming-Viot Models in Random Environments

arXiv1701.03224MaRDI QIDQ6281833FDOQ6281833

Authors: Arash Jamshidpey 

Publication date: 11 January 2017

Abstract: The Fleming-Viot (FV) process is a measure-valued diffusion that models the evolution of type frequencies in a countable population which evolves under resampling (genetic drift), mutation, and selection. In the classic FV model the fitness (strength) of types is given by a measurable function. In this paper, we introduce and study the Fleming-Viot process in random environment (FVRE), when by random environment we mean the fitness of types is a stochastic process with c`adl`ag paths. We identify FVRE as the unique solution to a so called quenched martingale problem and derive some of its properties via martingale and duality methods. We develop the duality methods for general time-inhomogeneous and quenched martingale problems. In fact, some important aspects of the duality relations only appears for time-inhomogeneous (and quenched) martingale problems. For example, we see that duals evolve backward in time with respect to the main Markov process whose evolution is forward in time. Using a family of function-valued dual processes for FVRE, we prove that, as the number of individuals $N$ tends to $infty$, the measure-valued Moran process $m{u}_N^{e_N}$ (with fitness process $e_N$) converges weakly in Skorokhod topology of c`adl`ag functions to the FVRE process $m{u}^e$ (with fitness process $e$), if $e_{N}ightarrowe$ a.s. in Skorokhod topology of c`adl`ag functions. We also study the long-time behaviour of FVRE process $(m{u}_t^e{)}_{tgeq0}$ joint with its fitness process $e=(e_t{)}_{tgeq0}$ and prove that the joint FV-environment process $(m{u}_t^e,e_t{)}_{tgeq0}$ is ergodic under the assumption of weak ergodicity of $e$.

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