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Time reversal and age distributions, I. Discrete-time Markov chains

Published online by Cambridge University Press:  14 July 2016

S. Tavaré
S. Tavaré*
Affiliation:
University of Sheffield
*
∗Present address: Department of Mathematics, University of Utah, Salt Lake City, UT 84112, U.S.A.
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Abstract

The connection between the age distribution of a discrete-time Markov chain and a certain time-reversed Markov chain is exhibited. A method for finding properties of age distributions follows simply from this approach. The results, which have application in several areas in applied probability, are illustrated by examples from population genetics.

Keywords

MARKOV CHAINSAGE DISTRIBUTIONDIFFUSION APPROXIMATIONGENETICSTIME REVERSALDUALITY
Type
Research Papers
Information
Journal of Applied Probability , Volume 17 , Issue 1 , March 1980 , pp. 33 - 46
Copyright
Copyright © Applied Probability Trust 1980 

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