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We analyze the role of recurrent mutation on the time to formation or detection of particular genotypes in finite populations. The traditional method of approximating Markov chain models by diffusion processes is used. However, the diffusion approximations that arise in this context are governed...
Persistent link: https://www.econbiz.de/10008872675
Let (Xi,Ui) be i.i.d., Xi real valued and Ui vector valued, bounded random variables or governed by a finite state Markov chain. Assuming that E[X]<0 and P(X> 0) 0, central limit theorems are derived for [Sigma]iUi on segments conditioned that [Sigma]iXi is increasingly high, going to +[infinity]. While...</0>
Persistent link: https://www.econbiz.de/10008873106
Asymptotic distributional theorems are presented for the maximal sojourn duration on a semi-Markov chain and for the first passage time until a lengthy duration. Our analysis characterizes the limiting behavior of the longest "generalized success outcome" on a semi-Markov chain. The models...
Persistent link: https://www.econbiz.de/10008875098
A dynamic inventory model is formulated in which the demand distributions may change from period to period. The optimal policy at each stage is characterized by a single critical number which also could vary in successive periods. The dependence of the critical numbers as a function of...
Persistent link: https://www.econbiz.de/10009190348
Let X = (X1, X2,..., Xn) be a random vector in Rn (Euclidean n-space) with density f(x). X or f(x) is said to be multivariate reverse rule of order 2 (MRR2) if f(x [curly logical or] y) f(x [curly logical and] y) = f(x) f(y) where the lattice operations x [curly logical and] y and x [curly...
Persistent link: https://www.econbiz.de/10005221496
A function f(x) defined on = 1 - 2 - ... - n where each i is totally ordered satisfying f(x [logical or] y) f(x [logical and] y) = f(x) f(y), where the lattice operations [logical or] and [logical and] refer to the usual ordering on , is said to be multivariate totally positive of order 2...
Persistent link: https://www.econbiz.de/10005221604
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