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Construction and Stationary Distribution of the Fleming-Viot Process with Viability Selection


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  • Stephen G. Walker


  • Matteo Ruggiero


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    This paper provides an explicit construction of the Fleming-Viot process with viability selection in a Bayesian nonparametric framework, and derives its stationary distribution. The measure-valued diffusion is obtained as the infinite population limit of the empirical measures of a semi-Markov process of exchangeable particles. In the limit the stationary distribution is shown to be the two-parameter Poisson-Dirichlet process, also known as the Pitman-Yor process.

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    Bibliographic Info

    Paper provided by ICER - International Centre for Economic Research in its series ICER Working Papers - Applied Mathematics Series with number 14-2007.

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    Length: 14 pages
    Date of creation: Mar 2007
    Date of revision:
    Handle: RePEc:icr:wpmath:14-2007

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    Keywords: Fleming-Viot process; semi-Markov process; viability selection; stationary distribution; two-parameter Poisson-Dirichlet process.;


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    Cited by:
    1. Stefano Favaro & Matteo Ruggiero & Dario Spanò & Stephen G. Walker, 2007. "The Neutral Population Model and Bayesian Nonparametrics," ICER Working Papers - Applied Mathematics Series 18-2007, ICER - International Centre for Economic Research.


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