Original article at: http://www.math.washington.edu/~ejpecp/ECP/viewarticle.php?id=2149

Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process

Matteo Ruggiero, University of Pavia
Stephen G. Walker, University of Kent

Abstract

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.

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Original article at: http://www.math.washington.edu/~ejpecp/ECP/viewarticle.php?id=2149