A property of Petrov's diffusion
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | A property of Petrov's diffusion |
2. | Creator | Author's name, affiliation, country | Stewart N. Ethier; University of Utah; United States |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | infinite-dimensional diffusion process, transition density, two-parameter Poisson--Dirichlet distribution, entrance boundary |
3. | Subject | Subject classification | 60J60 |
4. | Description | Abstract | Petrov constructed a diffusion process in the Kingman simplex whose unique stationary distribution is the two-parameter Poisson-Dirichlet distribution of Pitman and Yor. We show that the subset of the simplex comprising vectors whose coordinates sum to 1 is the natural state space for the process. In fact, the complementary set acts like an entrance boundary. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | Simons Foundation |
7. | Date | (YYYY-MM-DD) | 2014-09-18 |
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/3684 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v19-3684 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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