Advanced Search
MyIDEAS: Login

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

Contents:

Author Info

  • Stephen G. Walker

    ()

  • Matteo Ruggiero

    ()

Registered author(s):

    Abstract

    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.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.icer.it/docs/wp2007/ICERwp14-07.pdf
    Download Restriction: no

    Bibliographic Info

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

    as in new window
    Length: 14 pages
    Date of creation: Mar 2007
    Date of revision:
    Handle: RePEc:icr:wpmath:14-2007

    Contact details of provider:
    Postal: Viale Settimio Severo, 63 - 10133 Torino - Italy
    Phone: +39 011 6604828
    Fax: +39 011 6600082
    Email:
    Web page: http://www.icer.it
    More information through EDIRC

    Related research

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

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    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.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:icr:wpmath:14-2007. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alessandra Calosso).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.