The Feller diffusion conditioned on a single ancestral founder

Abstract

We examine the distributional properties of a Feller diffusion $(X(\tau))_{\tau \in [0, t]}$ conditioned on the current population $X(t)$ having a single ancestor at time zero. The approach is novel and is based on an interpretation of Feller's original solution according to which the current population is comprised of a Poisson number of exponentially distributed families, each descended from a single ancestor. The distribution of the number of ancestors at intermediate times and the joint density of coalescent times is determined under assumptions of initiation of the process from a single ancestor at a specified time in the past, including infinitely far in the past, and for the case of a uniform prior on the time since initiation. Also calculated are the joint distribution of the time since the most recent common ancestor of the current population and the contemporaneous population size at that time under different assumptions on the time since initiation. In each case exact solutions are given for supercritical, critical and subcritical diffusions. For supercritical diffusions asymptotic forms of distributions are also given in the limit of unbounded exponential growth.