Coalescence and sampling distributions for Feller diffusions

Abstract

Consider the diffusion process defined by the forward equation $u_t(t, x) = \tfrac{1}{2}\{x u(t, x)\}_{xx} - \alpha \{x u(t, x)\}_{x}$ for $t, x \ge 0$ and $-\infty < \alpha < \infty$, with an initial condition $u(0, x) = \delta(x - x_0)$. This equation was introduced and solved by Feller to model the growth of a population of independently reproducing individuals. We explore important coalescent processes related to Feller's solution. For any $\alpha$ and $x_0 > 0$ we calculate the distribution of the random variable $A_n(s; t)$, defined as the finite number of ancestors at a time $s$ in the past of a sample of size $n$ taken from the infinite population of a Feller diffusion at a time $t$ since since its initiation. In a subcritical diffusion we find the distribution of population and sample coalescent trees from time $t$ back, conditional on non-extinction as $t \to \infty$. In a supercritical diffusion we construct a coalescent tree which has a single founder and derive the distribution of coalescent times.