Renormalisation of hierarchically interacting Cannings processes

Greven A, den Hollander F, Kliem S, Klimovsky A (2014)


Publication Type: Journal article, Original article

Publication year: 2014

Journal

Publisher: Instituto nacional de matemática pura e aplicada

Book Volume: 11

Pages Range: 43-140

Journal Issue: 1

URI: http://alea.impa.br/english/index_v11.htm

Abstract

In order to analyse universal patterns in the large space-time behaviour
of interacting multi-type stochastic populations on countable geographic spaces, a
key approach has been to carry out a renormalisation analysis in the hierarchi-
cal mean-field limit. This has provided considerable insight into the structure
of interacting systems of finite-dimensional diffusions, such as Fisher-Wright or
Feller diffusions, and their infinite-dimensional analogues, such as Fleming-Viot or
Dawson-Watanabe superdiffusions.
The present paper brings a new class of interacting jump processes into focus. We
start from a single-colony C Λ -process, which arises as the continuum-mass limit of
a Λ-Cannings individual-based population model, where Λ is a finite non-negative
measure that describes the offspring mechanism, i.e., how individuals in a single
colony are replaced via resampling. The key feature of the Λ-Cannings individual-
based population model is that the offspring of a single individual can be a positive
fraction of the total population. After that we introduce a system of hierarchi-
cally interacting C Λ -processes, where the interaction comes from migration and reshuffling-resampling on all hierarchical space-time scales simultaneously. More
precisely, individuals live in colonies labelled by the hierarchical group Ω N of or-
der N , and are subject to migration based on a sequence of migration coefficients
c = (c k ) k∈N 0 and to reshuffling-resampling based on a sequence of resampling mea-
sures Λ = (Λ k ) k∈N 0 , both acting in k-macro-colonies, for all k ∈ N 0 . The reshuffling
is linked to the resampling: before resampling in a macro-colony takes place all in-
dividuals in that macro-colony are relocated uniformly, i.e., resampling is done in
c,Λ
a locally “panmictic” manner. We refer to this system as the C N -process. The
Λ
dual process of the C -process is the Λ-coalescent, whereas the dual process of the
c,Λ
C N -process is a spatial coalescent with multi-scale non-local coalescence.
For the above system, we carry out a full renormalisation analysis in the hierarchical
mean-field limit N → ∞. Our main result is that, in the limit as N → ∞, on
c,Λ
each hierarchical scale k ∈ N 0 , the k-macro-colony averages of the C N -process at
k
the macroscopic time scale N (= the volume of the k-macrocolony) converge to a
random process that is a superposition of a C Λ k -process and a Fleming-Viot process,
the latter with a volatility d k and with a drift of strength c k towards the limiting
(k + 1)-macro-colony average. It turns out that d k is a function of c l and Λ l for all
0 ≤ l < k. Thus, it is through the volatility that the renormalisation manifests itself.
We investigate how d k scales as k → ∞, which requires an analysis of compositions
of certain Möbius-transformations, and leads to four different regimes.
We discuss the implications of the scaling of d k for the behaviour on large space-
c,Λ
time scales of the C N -process. We compare the outcome with what is known from
the renormalisation analysis of hierarchically interacting Fleming-Viot diffusions,
pointing out several new features. In particular, we obtain a new classification
for when the process exhibits clustering (= develops spatially expanding mono-
type regions), respectively, exhibits local coexistence (= allows for different types
to live next to each other with positive probability). Here, the simple dichotomy
of recurrent versus transient
migration for hierarchically interacting Fleming-Viot
P
(1/c
diffusions, namely,
k ) = ∞ versus < ∞, is replaced by a dichotomy
k∈N 0
that expresses a trade-off between migration and reshuffling-resampling, namely,
P
P k
l=0 Λ l ([0, 1]) = ∞ versus < ∞. Thus, while recurrent migrations
k∈N 0 (1/c k )
still only give rise to clustering, there now are transient migrations
P that do the same
when the non-local resampling is strong enough, namely,
l∈N 0 Λ l ([0, 1]) = ∞.
Moreover, in the clustering regime we find a richer scenario for the cluster formation
than for Fleming-Viot diffusions. In the local-coexistence regime, on the other hand,
we find that the types initially present only survive with a positive probability, not
with probability one as for Fleming-Viot diffusions. Finally, we show that for
finite N the same dichotomy between clustering and local coexistence holds as for
N → ∞, even though we lack proper control on the cluster formation, respectively,
on the distribution of the types that survive.


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How to cite

APA:

Greven, A., den Hollander, F., Kliem, S., & Klimovsky, A. (2014). Renormalisation of hierarchically interacting Cannings processes. ALEA : Latin American Journal of Probability and Mathematical Statistics, 11(1), 43-140.

MLA:

Greven, Andreas, et al. "Renormalisation of hierarchically interacting Cannings processes." ALEA : Latin American Journal of Probability and Mathematical Statistics 11.1 (2014): 43-140.

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