Paper 4, Section II, K

Applied Probability
Part II, 2015

(i) Let XX be a Markov chain on SS and ASA \subset S. Let TAT_{A} be the hitting time of AA and τy\tau_{y} denote the total time spent at ySy \in S by the chain before hitting AA. Show that if h(x)=Px(TA<)h(x)=\mathbb{P}_{x}\left(T_{A}<\infty\right), then Ex[τyTA<]=[h(y)/h(x)]Ex(τy).\mathbb{E}_{x}\left[\tau_{y} \mid T_{A}<\infty\right]=[h(y) / h(x)] \mathbb{E}_{x}\left(\tau_{y}\right) .

(ii) Define the Moran model and show that if XtX_{t} is the number of individuals carrying allele aa at time t0t \geqslant 0 and τ\tau is the fixation time of allele aa, then

P(Xτ=NX0=i)=iN\mathbb{P}\left(X_{\tau}=N \mid X_{0}=i\right)=\frac{i}{N}

Show that conditionally on fixation of an allele aa being present initially in ii individuals,

E[τ fixation ]=Ni+Niij=1i1jNj\mathbb{E}[\tau \mid \text { fixation }]=N-i+\frac{N-i}{i} \sum_{j=1}^{i-1} \frac{j}{N-j}