Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process
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1. | Title | Title of document | Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process |
2. | Creator | Author's name, affiliation, country | Matteo Ruggiero; University of Pavia |
2. | Creator | Author's name, affiliation, country | Stephen G. Walker; University of Kent |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Two-parameter Poisson-Dirichlet process; population process; infinite-dimensional diffusion; stationary distribution; Gibbs sampler |
3. | Subject | Subject classification | 60G57; 60J60; 92D25 |
4. | Description | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2009-11-26 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1508 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v14-1508 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 14 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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