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We consider a sequence of Markov chains occurring in population genetics (viz., the so-called multiallelic Wright-Fisher models) that converges weakly to a multidimensional diffusion process. Certain absorption times, which arise naturally in connection with the genetic models, are shown to also converge weakly. This extends a result of Guess. Corollaries include convergence of moments of absorption times and convergence of absorption probabilities. The latter results are used implicitly in population genetics.
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S. N. Ethier (1979) studied this question.
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