Stochastic averaging for multiscale Markov processes with an application to a Wright-Fisher model with fluctuating selection

Martin Hutzenthaler, Peter Pfaffelhuber, Clemens Printz

Let $Z=(Z_t{)}_{t\in [0,\infty )}$ be an ergodic Markov process and, for every $n\in \mathbb{N}$, let $Z^n=(Z_{n^{2}t}{)}_{t\in [0,\infty )}$ drive a process $X^n$. Classical results sho…