The Poisson-Dirichlet Distribution and Rel...

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Beschreibung

The Poisson¿Dirichlet distribution, a probability on the in?nite-dimensional s- plex, was introduced by Kingman in 1975. Since then it has found applications in Bayesian statistics, combinatorics, number theory, ?nance, macroeconomics, physics and, especially, in population genetics. Several books have appeared that contain sections or chapters on the Poisson¿Dirichlet distribution. These include, but are not limited to, Aldous [2], Arratia, Barbour and Tavare[ ¿ 9], Ewens [67], Kingman [127, 130], and Pitman [155]. This book is the ?rst that focuses solely on the Poisson¿Dirichlet distribution and some closely related topics. The purposes of this book are to introduce the Poisson¿Dirichlet distribution, to study its connections to stochastic dynamics, and to give an up-to-date account of results concerning its various asymptotic behaviors. The book is divided into two parts. Part I, consisting of Chapters 1¿6, includes a variety of models invo- ing the Poisson¿Dirichlet distribution, and the central scheme is the uni?cation of the Poisson¿Dirichlet distribution, the urn structure, the coalescent, and the evo- tionary dynamics through the grand particle systems of Donnelly and Kurtz. Part II discusses recent progress in the study of asymptotic behaviors of the Poisson¿ Dirichlet distribution, including ?uctuation theorems and large deviations. The or- inal Poisson¿Dirichlet distribution contains one parameter denoted by?. We will also discuss an extension of this to a two-parameter distribution, where an ad- tional parameter? is needed.

Über den Autor

Shui Feng is a Professor of Mathematics and Statistics at McMaster University, Canada. His research is in the broad area of stochastic processes and limit theorems, with particular interests in stochastic models in population genetics, finance, and statistical physics. He is the co-editor of one book and the author of more than 30 research papers.

Zusammenfassung

First book to our knowledge that solely treats the Poisson-Dirichlet distribution

Focuses also on recent progresses in evolutionary dynamics and asymptotic behaviors

Reviewed by international experts

Includes supplementary material: [...]

Inhaltsverzeichnis

Models.- The Poisson¿Dirichlet Distribution.- The Two-Parameter Poisson¿Dirichlet Distribution.- The Coalescent.- Stochastic Dynamics.- Particle Representation.- Asymptotic Behaviors.- Fluctuation Theorems.- Large Deviations for the Poisson¿Dirichlet Distribution.- Large Deviations for the Dirichlet Processes.

Erscheinungsjahr:	2012
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	xiv 218 S.
ISBN-13:	9783642263798
ISBN-10:	3642263798
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Feng, Shui
Hersteller:	Springer Berlin Springer Berlin Heidelberg
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 13 mm
Von/Mit:	Shui Feng
Erscheinungsdatum:	05.09.2012
Gewicht:	0,359 kg

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