Diffusion on a Hypersphere: Application to the Wright-Fisher model
The eigenfunction expansion by Gegenbauer polynomials for the diffusion on a hypersphere is transformed into the diffusion for the Wright-Fisher model with a particular mutation rate. We use the Ito calculus considering stochastic differential equations. The expansion gives a simple interpretation of the Griffiths eigenfunction expansion for the Wright-Fisher model. Our representation is useful to simulate the Wright-Fisher model as well as Brownian motion on a hypersphere.
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