Abstract
Summary The forward and backward conditioned diffusion equations relative to the event of the process attaining absorption in one of the boundaries have been derived from the corresponding Kolmogorov differential equations. The backward conditioned diffusion equation has been used to derive the mean and variance of the length of time until absorption in one of the boundaries. The general results so obtained have been applied to the problem of random drift in population genetics, giving the means and variances of the distributions of time until fixation as well as of time until extinction of a particular gene in a finite population.
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Schedule a callMore From: Journal of the Royal Statistical Society Series B: Statistical Methodology
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