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J. F. C. Kingman

Bio: J. F. C. Kingman is an academic researcher from University of Oxford. The author has contributed to research in topics: Markov chain & Markov kernel. The author has an hindex of 27, co-authored 55 publications receiving 6552 citations. Previous affiliations of J. F. C. Kingman include University of Cambridge & University of Bristol.


Papers
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Journal ArticleDOI
TL;DR: In this article, a new Markov chain is introduced which can be used to describe the family relationships among n individuals drawn from a particular generation of a large haploid population, and the properties of this process can be studied, simultaneously for all n, by coupling techniques.
Abstract: A new Markov chain is introduced which can be used to describe the family relationships among n individuals drawn from a particular generation of a large haploid population. The properties of this process can be studied, simultaneously for all n, by coupling techniques. Recent results in neutral mutation theory are seen as consequences of the genealogy described by the chain.

1,495 citations

Journal ArticleDOI
TL;DR: A progress report on the last decade of subadditive stochastic processes can be found in this article, where Hammersley and Welsh discovered the first subaddive processes.
Abstract: It is now ten years since Hammersley and Welsh discovered (or invented) subadditive stochastic processes. Since then the theory has developed and deepened, new fields of application have been explored, and further challenging problems have arisen. This paper is a progress report on the last decade.

650 citations

Journal ArticleDOI
TL;DR: In this paper, an ergodic theory for subadditive stochastic processes was developed for the percolation theory of stationary sequences, which is a complete generalization of the classical law of large numbers for stationary sequences.
Abstract: SUMMARY An ergodic theory is developed for the subadditive processes introduced by Hammersley and Welsh (1965) in their study of percolation theory. This is a complete generalization of the classical law of large numbers for stationary sequences. 1. SUBADDITIVE PROCESSES IN an important paper Hammersley and Welsh (1965) introduced the concept of a subadditive stochastic process, and they have shown how such processes arise naturally in various contexts, but particularly in the study of random flows in lattices. They have shown that one may expect these processes to exhibit a certain ergodic behaviour, and have taken the first steps towards the construction of an ergodic theory like the classical one for averages of stationary sequences. If T is any subset of the real line, a subadditive process x on T is a collection of (real) random variables xst(s, t E T, s < t) with the property that

432 citations

Journal ArticleDOI
01 Oct 1961

383 citations


Cited by
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Journal ArticleDOI
TL;DR: In this paper, a new mathematical method for estimating the number of transitional and transversional substitutions per site, as well as the total number of nucleotide substitutions was proposed, taking into account excess transitions, unequal nucleotide frequencies, and variation of substitution rate among different sites.
Abstract: Examining the pattern of nucleotide substitution for the control region of mitochondrial DNA ( mtDNA ) in humans and chimpanzees, we developed a new mathematical method for estimating the number of transitional and transversional substitutions per site, as well as the total number of nucleotide substitutions. In this method, excess transitions, unequal nucleotide frequencies, and variation of substitution rate among different sites are all taken into account. Application of this method to human and chimpanzee data suggested that the transition / transversion ratio for the entire control region was - 15 and nearly the same for the two species. The 95% confidence interval of the age of the common ancestral mtDNA was estimated to be 80,000-480,000 years in humans and 0.57-2.72 Myr in common chimpanzees.

9,144 citations

Journal ArticleDOI
01 Oct 1997-Genetics
TL;DR: It is found that the polymorphic patterns in a DNA sample under logistic population growth and genetic hitchhiking are very similar and that one of the newly developed tests, Fs, is considerably more powerful than existing tests for rejecting the hypothesis of neutrality of mutations.
Abstract: The main purpose of this article is to present several new statistical tests of neutrality of mutations against a class of alternative models, under which DNA polymorphisms tend to exhibit excesses of rare alleles or young mutations. Another purpose is to study the powers of existing and newly developed tests and to examine the detailed pattern of polymorphisms under population growth, genetic hitchhiking and background selection. It is found that the polymorphic patterns in a DNA sample under logistic population growth and genetic hitchhiking are very similar and that one of the newly developed tests, Fs, is considerably more powerful than existing tests for rejecting the hypothesis of neutrality of mutations. Background selection gives rise to quite different polymorphic patterns than does logistic population growth or genetic hitchhiking, although all of them show excesses of rare alleles or young mutations. We show that Fu and Li's tests are among the most powerful tests against background selection. Implications of these results are discussed.

6,332 citations

Journal ArticleDOI
TL;DR: In this paper, the authors introduce a new approach to perform relaxed phylogenetic analysis, which can be used to estimate phylogenies and divergence times in the face of uncertainty in evolutionary rates and calibration times.
Abstract: In phylogenetics, the unrooted model of phylogeny and the strict molecular clock model are two extremes of a continuum. Despite their dominance in phylogenetic inference, it is evident that both are biologically unrealistic and that the real evolutionary process lies between these two extremes. Fortunately, intermediate models employing relaxed molecular clocks have been described. These models open the gate to a new field of “relaxed phylogenetics.” Here we introduce a new approach to performing relaxed phylogenetic analysis. We describe how it can be used to estimate phylogenies and divergence times in the face of uncertainty in evolutionary rates and calibration times. Our approach also provides a means for measuring the clocklikeness of datasets and comparing this measure between different genes and phylogenies. We find no significant rate autocorrelation among branches in three large datasets, suggesting that autocorrelated models are not necessarily suitable for these data. In addition, we place these datasets on the continuum of clocklikeness between a strict molecular clock and the alternative unrooted extreme. Finally, we present analyses of 102 bacterial, 106 yeast, 61 plant, 99 metazoan, and 500 primate alignments. From these we conclude that our method is phylogenetically more accurate and precise than the traditional unrooted model while adding the ability to infer a timescale to evolution.

5,812 citations

Book
Rick Durrett1
01 Jan 1990
TL;DR: In this paper, a comprehensive introduction to probability theory covering laws of large numbers, central limit theorem, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion is presented.
Abstract: This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems.

5,168 citations

Book
01 Jan 1997
TL;DR: In this article, the authors discuss the relationship between Markov Processes and Ergodic properties of Markov processes and their relation with PDEs and potential theory. But their main focus is on the convergence of random processes, measures, and sets.
Abstract: * Measure Theory-Basic Notions * Measure Theory-Key Results * Processes, Distributions, and Independence * Random Sequences, Series, and Averages * Characteristic Functions and Classical Limit Theorems * Conditioning and Disintegration * Martingales and Optional Times * Markov Processes and Discrete-Time Chains * Random Walks and Renewal Theory * Stationary Processes and Ergodic Theory * Special Notions of Symmetry and Invariance * Poisson and Pure Jump-Type Markov Processes * Gaussian Processes and Brownian Motion * Skorohod Embedding and Invariance Principles * Independent Increments and Infinite Divisibility * Convergence of Random Processes, Measures, and Sets * Stochastic Integrals and Quadratic Variation * Continuous Martingales and Brownian Motion * Feller Processes and Semigroups * Ergodic Properties of Markov Processes * Stochastic Differential Equations and Martingale Problems * Local Time, Excursions, and Additive Functionals * One-Dimensional SDEs and Diffusions * Connections with PDEs and Potential Theory * Predictability, Compensation, and Excessive Functions * Semimartingales and General Stochastic Integration * Large Deviations * Appendix 1: Advanced Measure Theory * Appendix 2: Some Special Spaces * Historical and Bibliographical Notes * Bibliography * Indices

4,562 citations