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An indication of the asymptotic nature of the mendelian Markov process
Published online by Cambridge University Press: 14 July 2016
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Consider a finite Markov process {Xn} described by the one-step transition probabilities
In describing the transition probabilities in the above manner we are adopting the convention that (0)0 = 1 so that the states 0 and M are absorbing, and the states 1,2,···,M-1 are transient.
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- Copyright © Applied Probability Trust 1968
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