Weak Approximations of the Wright–Fisher Process

Vigirdas Mackevičius and Gabrielė Mongirdaitė
Additional contact information
Vigirdas Mackevičius: Faculty of Mathematics and Informatics, Institute of Mathematics, Vilnius University, Naugarduko 24, 03225 Vilnius, Lithuania
Gabrielė Mongirdaitė: Faculty of Mathematics and Informatics, Institute of Mathematics, Vilnius University, Naugarduko 24, 03225 Vilnius, Lithuania

Mathematics, 2022, vol. 10, issue 1, 1-20

Abstract: 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.

Keywords: weak approximations; split-step; Wright–Fisher equation; Jacobi equation (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.mdpi.com/2227-7390/10/1/125/pdf (application/pdf)
https://www.mdpi.com/2227-7390/10/1/125/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:10:y:2022:i:1:p:125-:d:716038

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().