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A New Probability Measure-Valued Stochastic Process with Ferguson-Dirichlet Process as Reversible Measure

   
@article{EJP844,
	author = {Jinghai Shao},
	title = {A New Probability Measure-Valued Stochastic Process with Ferguson-Dirichlet Process as Reversible Measure},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {16},
	year = {2011},
	keywords = {Wasserstein diffusion; Logarithmic Sobolev inequalities; Ferguson-Dirichlet process; Fleming-Viot process},
	abstract = {A new diffusion process taking values in the space of all probability measures over $[0,1]$ is constructed through Dirichlet form theory in this paper. This process is reversible with respect to the Ferguson-Dirichlet process (also called Poisson Dirichlet process), which is the reversible measure of the Fleming-Viot process with parent independent mutation. The intrinsic distance of this process is in the class of Wasserstein distances, so it's also a kind of Wasserstein diffusion. Moreover, this process satisfies the Log-Sobolev inequality.},
	pages = {no. 9, 271-292},
	issn = {1083-6489},
	doi = {10.1214/EJP.v16-844},    
        url = {http://ejp.ejpecp.org/article/view/844}}