24.03.2025 (Monday)
Motivated by statistical applications, I will illustrate aspects of excursion theory for the Wright--Fisher diffusion with recurrent mutation, a fundamental model playing a central role in population genetics. The structure is intermediate between the classical excursion theory, where all excursions begin and end at a single point, and the more general approach considering excursions of processes from general sets. Since the Wright--Fisher diffusion has two boundary points, it is natural to construct excursions which start from a specified boundary point, and end at one of two boundary points which determine the next starting point. In order to do this we study the killed Wright--Fisher diffusion, which is sent to a cemetery state whenever it hits either endpoint. Several identities for excursion measures and hitting time distributions will be described both via special function theory and via the coalescent dual.