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given time [35]. Then we can use the fixation probabilities, or their large N asymptotic values [5, 155], and describe the system effectively as a Markov process on n homogeneous strategy states. This description, however, can lead to very different conditions for arbitrary selection and for weak sele

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obability matrix, M;p, called a Markov matrix named for one of the two great Russian mathematicians, both students of Pafnuti Lvovich Chebyshev, the Markov brothers. The entries of each row in the MM; are transformed into transition 108 HOUSE_OVERSIGHT_013608 probabilities, so that the sum of the deci

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d in discrete conductance events with a small set of characteristic open and closed times. The distributions of each of could be fitted with its own, Markov process derived, exponential. With technical advances and improved temporal resolution, more characteristic times and their associated a = 2 exponent