The Distribution of Sojourn Times in Finite Absorbing Markov Chains.
Abstract
The distribution of the time spent before absorption in various states of finite Markov chains with time-independent transition probabilities is derived. All the moments of this distribution are calculated. The problem is of interest in population genetics.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1975
- Accession Number
- ADA010087
Entities
People
- Thomas Nagylaki
Organizations
- University of Wisconsin–Madison