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Proceedings of the National Academy of Sciences of the United States of America logoLink to Proceedings of the National Academy of Sciences of the United States of America
. 1974 Mar;71(3):746–749. doi: 10.1073/pnas.71.3.746

The Moments of Stochastic Integrals and the Distribution of Sojourn Times*

Thomas Nagylaki 1
PMCID: PMC388090  PMID: 4522789

Abstract

For a single diallelic locus in a finite population with any time-independent selection scheme, using the diffusion approximation, a formula is derived in terms of sojourn times for the moments of the integral of an arbitrary function of gene frequency along sample paths. Irreversible mutation and conditioned and unconditioned processes without mutation are treated. From this expression, the differential equation satisfied by the moments follows directly, and the exact probability distribution of sojourn times is deduced. An independent probabilistic proof of the last result based on the properties of time-homogeneous Markov processes is presented.

Keywords: population genetics, random drift, finite populations, diffusion models

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Selected References

These references are in PubMed. This may not be the complete list of references from this article.

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