| Título: | Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process |
| Autores: |
Ruggiero, Matteo; University of Pavia Walker, Stephen G.; University of Kent |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Two-parameter Poisson-Dirichlet process; population process; infinite-dimensional diffusion; stationary distribution; Gibbs sampler 60G57; 60J60; 92D25 |
| Descripción: | 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. |
| Idioma: | No aplica |
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