| Title |
Weak approximations of the Wright–Fisher process |
| Authors |
Mackevičius, Vigirdas ; Mongirdaitė, Gabrielė |
| DOI |
10.3390/math10010125 |
| Full Text |
|
| Is Part of |
Mathematics.. Basel : MDPI. 2022, vol. 10, iss. 1, art. no. 125, p. [1-20].. ISSN 2227-7390 |
| Keywords [eng] |
weak approximations ; split-step ; Wright–Fisher equation ; Jacobi equation |
| Abstract [eng] |
In this paper, we construct first- and second-order weak split-step approximations for the solutions of the Wright–Fisher equation. The discretization schemes use the generation of, respectively, two- and three-valued random variables at each discretization step. The accuracy of constructed approximations is illustrated by several simulation examples. |
| Published |
Basel : MDPI |
| Type |
Journal article |
| Language |
English |
| Publication date |
2022 |
| CC license |
|
