Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process

DOI10.1007/S00440-009-0238-2MaRDI QIDQ707604zbMATH OpenOpenAlexFDO

Authors Shui Feng, Wei Sun

Publication date 8 October 2010

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0903.0623

zbMATH Keywords

diffusion processtwo parameter Dirichlet processtwo parameter Poisson-Dirichlet distribution

Mathematics Subject Classification ID

Diffusion processes (60J60)

Abstract: The two parameter Poisson-Dirichlet distribution $PD(alpha,heta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet process $P{i}_{alpha,heta,u_0}$ is the law of a pure atomic random measure with masses following the two parameter Poisson-Dirichlet distribution. In this article we focus on the construction and the properties of the infinite dimensional symmetric diffusion processes with respective symmetric measures $PD(alpha,heta)$ and $P{i}_{alpha,heta,u_0}$. The methods used come from the theory of Dirichlet forms.

Recommendations

• The two-parameter Poisson-Dirichlet point process
• Reversible measure-valued processes associated with the Poisson-Dirichlet distribution
• Distributions of linear functionals of two parameter Poisson-Dirichlet random measures
• Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process
• A dynamic model for the two-parameter Dirichlet process

Cites work

• scientific article; zbMATH DE number 3518091 (Why is no real title available?)
• scientific article; zbMATH DE number 1324455 (Why is no real title available?)
• scientific article; zbMATH DE number 836657 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A Class of Infinite-Dimensional Diffusion Processes with Connection to Population Genetics
• A result on the infinitely many neutral alleles diffusion model
• A transition density expansion for a multi-allele diffusion model
• An Occupation Time Theorem for A Class of Stochastic Processes
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Composite media and asymptotic Dirichlet forms
• Dirichlet forms and symmetric Markov processes
• Distributions of linear functionals of two parameter Poisson-Dirichlet random measures
• Eigenstructure of the infinitely-many-neutral-alleles diffusion model
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Large deviations w.r.t. quasi-every starting point for symmetric right processes on general state spaces
• The infinitely-many-neutral-alleles diffusion model
• The infinitely-many-neutral-alleles diffusion model by ages
• The stationary distribution of the infinitely-many neutral alleles diffusion model
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• The two-parameter Poisson-Dirichlet point process
• Two-Parameter Poisson–Dirichlet Measures and Reversible Exchangeable Fragmentation–Coalescence Processes

Cited in

(32)

• Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process
• Distributions of linear functionals of two parameter Poisson-Dirichlet random measures
• Alpha-diversity processes and normalized inverse-Gaussian diffusions
• Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
• Species dynamics in the two-parameter Poisson-Dirichlet diffusion model
• Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• Diffusion processes and the Ewens sampling formula
• Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains
• The Poisson–Dirichlet Distribution and the Scale-Invariant Poisson Process
• The sampling formula and Laplace transform associated with the two-parameter Poisson-Dirichlet distribution
• Diffusions on a space of interval partitions: construction from marked Lévy processes
• Functional inequalities for the two-parameter extension of the infinitely-many-neutral-alleles diffusion
• Ranked masses in two-parameter Fleming–Viot diffusions
• Dual process in the two-parameter Poisson-Dirichlet diffusion
• The two-parameter Poisson-Dirichlet point process
• The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors
• Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process
• A dynamic model for the two-parameter Dirichlet process
• A Ray-Knight representation of up-down Chinese restaurants
• A new probability measure-valued stochastic process with Ferguson-Dirichlet process as reversible measure
• A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
• Diffusions on a space of interval partitions: the two-parameter model
• Diffusion processes on the Thoma cone
• Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion
• Gamma-Dirichlet algebra and applications
• Limit theorems associated with the Pitman-Yor process
• Reversible measure-valued processes associated with the Poisson-Dirichlet distribution
• Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters
• Distribution of the main value for certain random measures
• A property of Petrov's diffusion
• A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation

This page was built for publication: Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q707604)