How to cite item

Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process

   
@article{ECP1508,
	author = {Matteo Ruggiero and Stephen Walker},
	title = {Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Two-parameter Poisson-Dirichlet process; population process; infinite-dimensional diffusion; stationary distribution; Gibbs sampler},
	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.},
	pages = {no. 49, 501-517},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1508},    
        url = {http://ecp.ejpecp.org/article/view/1508}}