Poisson random field model

DefinitionSawyer–Hartl Poisson random field density#✓fully proved

The Sawyer–Hartl (1992) Poisson-random-field density: the expected number of sites per unit frequency at which the derived allele has frequency x, for scaled mutation rate θ = 4Nu and scaled genic selection σ = 2Ns: θ · u_σ(1 - x) / (x (1 - x)) with u_σ = kimuraFixation σ, i.e. θ (1 - e^{-2σ(1 - x)}) / ((1 - e^{-2σ}) x (1 - x)), and θ / x when σ = 0. The model domain is θ > 0 and x ∈ (0, 1); at x = 0, 1 Lean's a / 0 = 0 gives the junk value 0.

noncomputable def prfDensity (θ σ x : ℝ) : ℝ :=
  θ * kimuraFixation σ (1 - x) / (x * (1 - x))
Uses 1 · Used by 15

TheoremClosed form of the Poisson random field density with selection#✓fully proved

The Poisson-random-field density with selection, explicitly: θ (1 - e^{-2σ(1 - x)}) / ((1 - e^{-2σ}) x (1 - x)) for σ ≠ 0.

theorem prfDensity_of_ne_zero (θ : ℝ) {σ : ℝ} (hσ : σ ≠ 0) (x : ℝ) :
    prfDensity θ σ x = θ * (1 - exp (-2 * σ * (1 - x))) / ((1 - exp (-2 * σ)) * x * (1 - x))
Uses 2

TheoremNeutral Poisson random field density#✓fully proved

The neutral Poisson-random-field density is θ / x (for x ≠ 1).

theorem prfDensity_zero (θ : ℝ) {x : ℝ} (hx : x ≠ 1) : prfDensity θ 0 x = θ / x
Uses 3 · Used by 1

TheoremThe neutral density from the Green's function#✓fully proved

A new neutral mutation enters at a small frequency p; with mutations arriving at rate θ / (2p) per unit time (so that the mutational input of frequency is θ / 2), the expected sojourn density at x ≥ p is θ / (2p) · G(p, x) = θ / x, the neutral Poisson-random-field density.

theorem prfDensity_zero_eq_neutralGreen (θ : ℝ) {p x : ℝ} (hp : 0 < p) (hpx : p ≤ x)
    (hx : x < 1) : prfDensity θ 0 x = θ / (2 * p) * neutralGreen p x
Uses 3

TheoremStationary forward equation (Sawyer–Hartl 1992)#✓fully proved

On (0, 1) the weighted density F(x) = x (1 - x) φ(x) of the Poisson-random-field density solves the stationary Fokker–Planck equation ½ F'' - σ F' = 0 of the Wright–Fisher diffusion with genic selection σ (the forward equation ½ (x (1 - x) φ)'' - (σ x (1 - x) φ)' = 0).

theorem forward_prfDensity (θ σ : ℝ) {x : ℝ} (hx : x ∈ Ioo (0 : ℝ) 1) :
    deriv (deriv fun y => y * (1 - y) * prfDensity θ σ y) x / 2 -
      σ * deriv (fun y => y * (1 - y) * prfDensity θ σ y) x = 0
Uses 4

TheoremProbability current#✓fully proved

On (0, 1) the current J = σ F - F' / 2 of the stationary forward equation, for the weighted density F(x) = x (1 - x) φ(x), is the constant θ · u_σ'(0) / 2 (u_σ'(0) = kimuraSlope σ = 2σ / (1 - e^{-2σ}), and 1 for σ = 0), so J = θ σ / (1 - e^{-2σ}), and J = θ / 2 in the neutral case: the mutational input of frequency at 0, carried through (0, 1) to fixation at 1.

theorem current_prfDensity (θ σ : ℝ) {x : ℝ} (hx : x ∈ Ioo (0 : ℝ) 1) :
    σ * (x * (1 - x) * prfDensity θ σ x) -
      deriv (fun y => y * (1 - y) * prfDensity θ σ y) x / 2 = θ * kimuraSlope σ / 2
Uses 6

TheoremBoundary normalization at 0#✓fully proved

As x → 0⁺ the weighted density x (1 - x) φ(x) tends to θ. (This is not the probability current, which is current_prfDensity.)

theorem tendsto_weighted_prfDensity_zero (θ σ : ℝ) :
    Tendsto (fun y => y * (1 - y) * prfDensity θ σ y) (𝓝[>] 0) (𝓝 θ)
Uses 4

TheoremBoundary normalization at 1#✓fully proved

As x → 1⁻ the weighted density x (1 - x) φ(x) tends to 0.

theorem tendsto_weighted_prfDensity_one (θ σ : ℝ) :
    Tendsto (fun y => y * (1 - y) * prfDensity θ σ y) (𝓝[<] 1) (𝓝 0)
Uses 4

TheoremODE characterization of the Poisson-random-field density#✓fully proved

Let θ ≠ 0 and let φ be a density on (0, 1) whose weighted density x (1 - x) φ(x) extends to a function F continuous on [0, 1], twice differentiable on (0, 1), solving the stationary forward equation ½ F'' - σ F' = 0 there, with boundary normalizations F(0) = θ and F(1) = 0. Then φ is the Sawyer–Hartl density on (0, 1).

theorem eq_prfDensity_of_forward {θ σ : ℝ} (hθ : θ ≠ 0) {φ F : ℝ → ℝ}
    (hF : ∀ x ∈ Ioo (0 : ℝ) 1, F x = x * (1 - x) * φ x) (hcont : ContinuousOn F (Icc 0 1))
    (hdiff : DifferentiableOn ℝ F (Ioo 0 1)) (hdiff' : DifferentiableOn ℝ (deriv F) (Ioo 0 1))
    (hfwd : ∀ x ∈ Ioo (0 : ℝ) 1, deriv (deriv F) x / 2 - σ * deriv F x = 0)
    (h0 : F 0 = θ) (h1 : F 1 = 0) :
    ∀ x ∈ Ioo (0 : ℝ) 1, φ x = prfDensity θ σ x
Uses 4

DefinitionExpected site frequency spectrum under the Poisson random field#✓fully proved

The expected unfolded site-frequency spectrum of a sample of n gene copies under the Poisson random field: the expected number of sites where exactly i of the n sampled copies carry the derived allele, E ξ_i = ∫ x in 0..1, C(n, i) x ^ i (1 - x) ^ (n - i) φ(x). The site-frequency spectrum consists of the segregating classes 1 ≤ i < n. The value at i = n is the expected number of sites at which every sampled copy is derived (monomorphic in the sample, expectedSFS_neutral_self); for i = 0 the integrand is not integrable at 0 (the expected number of ancestral-monomorphic sites is infinite) and Lean's integral returns its junk value 0.

noncomputable def expectedSFS (θ σ : ℝ) (n i : ℕ) : ℝ :=
  ∫ x in (0 : ℝ)..1, (n.choose i : ℝ) * x ^ i * (1 - x) ^ (n - i) * prfDensity θ σ x
Uses 1 · Used by 10

TheoremNeutral site-frequency spectrum (Fu 1995)#✓fully proved

With σ = 0, for the segregating classes 1 ≤ i < n the expected number of sites with i derived copies in a sample of n is θ / i.

theorem expectedSFS_neutral (θ : ℝ) {n i : ℕ} (hi : 0 < i) (hin : i < n) :
    expectedSFS θ 0 n i = θ / i
Uses 3

TheoremExpected number of sites derived in the whole neutral sample#✓fully proved

With σ = 0 the expected number of sites at which all n ≥ 1 sampled copies carry the derived allele is θ / n. These sites are monomorphic in the sample, so this is not a class of the site-frequency spectrum.

theorem expectedSFS_neutral_self (θ : ℝ) {n : ℕ} (hn : 0 < n) :
    expectedSFS θ 0 n n = θ / n
Uses 3
12 fully proved

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