On the approximation of Markov chains to determine the probability of extinction of a genotype

被引:0
|
作者
Orman, GV [1 ]
机构
[1] Univ Brasov, Dept Math Anal & Probal Transilvania, Brasov 500091, Romania
关键词
Brownian motion; stochastic differential equations; Markov chain; transition probability; binomial distribution;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
As it is known a precise definition of the Brownian motion involves a measure on the path space, such that it is possible to put the Brownian motion on a firm mathematical foundation. In this paper we refer to an appplication of asymptotic theory of stochastic differential equations in mathematical genetics. The construction of the Brownian motion as a limit of a rescaled random walk can be generalized to a class of Markov chains.
引用
收藏
页码:68 / 73
页数:6
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