Intertwining of the Wright-Fisher diffusion
It is known that the time until a birth and death process reaches a certain level is distributed as a sum of independent exponential random variables. Diaconis, Miclo and Swart gave a probabilistic proof of this fact by coupling the birth and death process with a pure birth process such that the two processes reach the given level at the same time. Their coupling is of a special type called intertwining of Markov processes. We apply this technique to couple the Wright-Fisher diffusion with reflection...