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12. Models of Recombination
                              262
                              models. A renewal process is generated by the partial sums of a sequence
                              X 1 ,X 2 ,... of nonnegative, i.i.d. random variables. The first random point
                              on [0, ∞) occurs at X 1 , the second at X 1 + X 2, the third at X 1 + X 2 + X 3 ,
                              and so forth [8, 15, 25]. If the X i have common continuous distribution
                              function F(x) with mean µ, then for large x the interval (x, x+∆x) contains
                              approximately  ∆x  random points. The expected number of random points
                                            µ
                              U(x) on the interval (0,x] coincides with the distribution function E(N [0,x] )
                              of the intensity measure. In the renewal theory literature, F(x) is said to
                              be the interarrival distribution, and U(x) is said to be the renewal
                              function. If the X i follow an exponential distribution, then the renewal
                              process collapses to a Poisson process with intensity λ =  1  and renewal
                                                                                  µ
                                             x
                              function U(x)= .
                                             µ
                                The identity U(x)=  x  characterizes a Poisson process. In general, we
                                                    µ
                              can achieve a uniform distribution for the intensity measure by passing
                              to a delayed renewal process where X 1 follows a different distribution
                              function F ∞ (x) than the subsequent X i . The appropriate choice of F ∞ (x)

                              turns out to have density F (x)= [1 − F(x)]/µ. Problem 3 sketches a
                                                        ∞
                              proof of this fact. The delayed renewal process with density [1 − F(x)]/µ
                              is a stationary point process in the sense that it exhibits the same
                              stochastic behavior regardless of whether we begin observing it at 0 or
                              at some subsequent nonrandom point y> 0. In particular, the waiting
                              time until the next random point after y also follows the equilibrium
                              distribution F ∞ (x).
                                For more than two generations, geneticists have proposed various map
                              functions. The recent work of Zhao and Speed [32] clarifies which of these
                              map functions legitimately arise from point process models. They show
                              that any valid map function can be realized by constructing a stationary
                              renewal process for the underlying chiasma process. Implicit in this finding
                              is the fact that a map function does not uniquely define its chiasma process.
                                In exploring the map function problem, let us consider for the sake of
                              simplicity a map function θ = M(d) that is twice differentiable and whose
                              derivative satisfies the fundamental theorem of calculus in the form

                                                                     d 2

                                              M (d 2 ) − M (d 1 )=     M (x)dx.


                                                                    d 1
                              By virtue of Mather’s formula (12.1), it is clear that (a) M(0) = 0, (b)

                              M (d) ≥ 0, and (c) M (0) = 1. If at least one chiasma is certain on a

                                                                                             1
                              segment of infinite length, then it is also clear that (d) lim d→∞ M(d)= .
                                                                                             2
                              The final property (e) M (d) ≤ 0 is true but more subtle.

                                Property (e) can be proved by noting that formula (12.6) implies on one
                              hand that
                                       y {1,2,3} − y {1,3}
                                        1
                                    =     − 2Pr(N I 2  = 0)+2 Pr(N I 1  =0,N I 2  =0)
                                        8
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