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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 PDF
 
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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