Number of the records: 1
Intertwining of the Wright-Fisher diffusion
- 1.0481495 - ÚTIA 2018 RIV CZ eng J - Journal Article
Hudec, Tobiáš
Intertwining of the Wright-Fisher diffusion.
Kybernetika. Roč. 53, č. 4 (2017), s. 730-746. ISSN 0023-5954
Institutional support: RVO:67985556
Keywords : Intertwining of Markov processes * Wright-Fisher diffusion * pure birth process
OECD category: Statistics and probability
Impact factor: 0.632, year: 2017
http://library.utia.cas.cz/separaty/2017/SI/hudec-0481495.pdf
The Wright-Fisher diffusion with reflection at 0 and a pure birth process are coupled in such a way that the time of absorption of the diffusion equals the explosion time of the pure birth process.
Permanent Link: http://hdl.handle.net/11104/0277046
Number of the records: 1