EconPapers    
Economics at your fingertips  
 

On the weak convergence of Wright-Fisher model

Harry A. Guess

Stochastic Processes and their Applications, 1973, vol. 1, issue 3, 287-306

Abstract: We prove that the sequence of stochastic processes obtained from Wright-Fisher models by transforming the time scales and state spaces in the usual way converges weakly to a diffusion process on the time interval [0,[infinity]). Convergence of fixation probabilities and fixation time distributions are obtained as corollaries. These results extend a theorem of Watterson, who proved convergence in distribution to a diffusion at any given single time point for these processes.

Date: 1973
References: Add references at CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(73)90006-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:1:y:1973:i:3:p:287-306

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:spapps:v:1:y:1973:i:3:p:287-306