(i) Let X be a Markov chain on S and A⊂S. Let TA be the hitting time of A and τy denote the total time spent at y∈S by the chain before hitting A. Show that if h(x)=Px(TA<∞), then Ex[τy∣TA<∞]=[h(y)/h(x)]Ex(τy).
(ii) Define the Moran model and show that if Xt is the number of individuals carrying allele a at time t⩾0 and τ is the fixation time of allele a, then
P(Xτ=N∣X0=i)=Ni
Show that conditionally on fixation of an allele a being present initially in i individuals,
E[τ∣ fixation ]=N−i+iN−ij=1∑i−1N−jj