Question: Let Xn be the WrightFisher model with no mutation defined in Example 1.9. (a) Show that Xn is a martingale and use Theorem 5.14 to

Let Xn be the Wright–Fisher model with no mutation defined in Example 1.9.

(a) Show that Xn is a martingale and use Theorem 5.14 to conclude that Px.VN <

V0/ D x=N.

(b) Showthat Yn D Xn.N  Xn/=.1  1=N /n is a martingale.

(c) Use this to conclude that

.N  1/ 

x.N  x/.1  1=N /n Px.0 < Xn < N/ 

N2 4

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Essentials Of Stochastic Processes Questions!

Q:

Let Xn be the WrightFisher model with no mutation defined in Example 1.9. (a) Show that Xn is a martingale and use Theorem 5.11 to conclude that Px.VN (b) Show that Yn D Xn.N Xn/=.1 1=N is a...

Q:

HOMEWORK 4 1. Exercises All exercises and examples are from [D], Chapter 6 (Markov Chains), with the corresponding numbering (e.g. Exercise 6.4.5). Exercise 1. Write down the one-step transition...

Q:

HOMEWORK 4 1. Exercises All exercises and examples are from [D], Chapter 6 (Markov Chains), with the corresponding numbering (e.g. Exercise 6.4.5). Exercise 1. Write down the one-step transition...

Q:

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

Q:

seventh pages Chapter 3 Curve Sketching How much metal would be required to make a 400-mL soup can? What is the least amount of cardboard needed to build a box that holds 3000 cm3 of cereal? The...

Q:

(a) How does the use of condition codes complicate the implementation of a superscalar processor that supports out-of-order execution? [4 marks] (b) A branch predictor with a high prediction accuracy...

Q:

The Basics of Financial Mathematics Spring 2003 Richard F. Bass Department of Mathematics University of Connecticut c These notes are 2003 by Richard Bass. They may be used for personal use or class...

Q:

Math\t107-6381\t-\tQuiz\t#4\t-\tSchultz\t-\tDue\tFebruary\t21,\t2016\t-\tpage\t1\tof 3 Follow\tthese\tdirections\tcarefully. This\tquiz\tis\tdue\tby\t11:59\tEastern\ttime\ton\tFebruary\t21,\t2016. o...

Q:

Hi, I am doing a project for derivatives class and I have some questions about a regression and Monte Carlo simulation that I need to come up with. So the goal is to hedge against CDS instruments by...

Q:

Portray in words what transforms you would have to make to your execution to some degree (a) to accomplish this and remark on the benefits and detriments of this thought.You are approached to compose...

Q:

Go to the SEC site (www.sec.gov). Under "Filings & Forms (Edgar)," click on "Search for Company Filings." Click on "Company or fund, etc." Under Company Name, enter "Honeywell International Inc." (or...

Q:

The proliferation of information technology (IT) has made governance of IT an important issue for businesses of all sizes and types, as well as their auditors. The IT Governance Institute has...

Q:

A theatre manager holds a number of music concerts through the summer months. She has decided to introduce an online booking system to replace her current paper-based booking system. Give four...

Q:

When is unknown and the sample is of size n 30, there are two methods for computing confidence intervals for . Method 1: Use the Students t distribution with d.f. = n 1. This is the method used in...