Walker, Stephen G., Ruggiero, Matteo (2009) Countable representation for infinite-dimensional diffusions derived from the two parameter Poisson Dirichlet process. Electronic Communications in Probability, 14 . pp. 501-517. (doi:10.1214/ECP.v14-1508) (KAR id:23913)
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| Official URL: http://dx.doi.org/10.1214/ECP.v14-1508 |
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Abstract
This paper provides a countable representation for a class of infinite-dimensional diffusions which extends the infinitely-many-neutral-alleles model and is related to the two-parameter Poisson-Dirichlet process. By means of Gibbs sampling procedures, we define a reversible Moran-type population process. The associated process of ranked relative frequencies of types is shown to converge in distribution to the two-parameter family of diffusions, which is stationary and ergodic with respect to the two-parameter Poisson-Dirichlet distribution. The construction provides interpretation for the limiting process in terms of individual dynamics.
| Item Type: | Article |
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| DOI/Identification number: | 10.1214/ECP.v14-1508 |
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA273 Probabilities |
| Institutional Unit: | Schools > School of Engineering, Mathematics and Physics > Mathematical Sciences |
| Former Institutional Unit: |
Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
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| Depositing User: | Stephen Walker |
| Date Deposited: | 29 Jun 2011 13:37 UTC |
| Last Modified: | 20 May 2025 11:34 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/23913 (The current URI for this page, for reference purposes) |
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