Two-parameter family of infinite-dimensional diffusions on the Kingman simplex

被引：0
作者：
L. A. Petrov
机构：
[1] Kharkevich Institute for Information Transmission Problems,
来源：
Functional Analysis and Its Applications | 2009年 / 43卷
关键词：
two-parameter Poisson-Dirichlet measure; diffusion process; Kingman graph; Ewens-Pitman partition structure;
D O I：
暂无
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学科分类号：
摘要：
We construct a two-parameter family of diffusion processes Xα,θ on the Kingman simplex, which consists of all nonincreasing infinite sequences of nonnegative numbers with sum less than or equal to one. The processes on this simplex arise as limits of finite Markov chains on partitions of positive integers.
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页码：279 / 296
页数：17
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