ترغب بنشر مسار تعليمي؟ اضغط هنا

Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution

83   0   0.0 ( 0 )
 نشر من قبل Shui Feng
 تاريخ النشر 2009
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $alpha$ and $theta$, corresponding to the stable component and Gamma component respectively. The moderate deviation principles are established for the two-parameter Poisson-Dirichlet distribution and the corresponding homozygosity when $theta$ approaches infinity, and the large deviation principle is established for the two-parameter Poisson-Dirichlet distribution when both $alpha$ and $theta$ approach zero.

قيم البحث

اقرأ أيضاً

154 - Shui Feng , Wei Sun 2009
The two parameter Poisson-Dirichlet distribution $PD(alpha,theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingmans Poisson-Dirichlet distribution. The two parameter Dirichlet process $Pi_ {alpha,theta, u_0}$ is the law of a pure atomic random measure with masses following the two parameter Poisson-Dirichlet distribution. In this article we focus on the construction and the properties of the infinite dimensional symmetric diffusion processes with respective symmetric measures $PD(alpha,theta)$ and $Pi_{alpha,theta, u_0}$. The methods used come from the theory of Dirichlet forms.
The two-parameter Poisson--Dirichlet diffusion, introduced in 2009 by Petrov, extends the infinitely-many-neutral-alleles diffusion model, related to Kingmans one-parameter Poisson--Dirichlet distribution and to certain Fleming--Viot processes. The a dditional parameter has been shown to regulate the clustering structure of the population, but is yet to be fully understood in the way it governs the reproductive process. Here we shed some light on these dynamics by formulating a $K$-allele Wright--Fisher model for a population of size $N$, involving a uniform mutation pattern and a specific state-dependent migration mechanism. Suitably scaled, this process converges in distribution to a $K$-dimensional diffusion process as $Ntoinfty$. Moreover, the descending order statistics of the $K$-dimensional diffusion converge in distribution to the two-parameter Poisson--Dirichlet diffusion as $Ktoinfty$. The choice of the migration mechanism depends on a delicate balance between reinforcement and redistributive effects. The proof of convergence to the infinite-dimensional diffusion is nontrivial because the generators do not converge on a core. Our strategy for overcoming this complication is to prove textit{a priori} that in the limit there is no loss of mass, i.e., that, for each limit point of the sequence of finite-dimensional diffusions (after a reordering of components by size), allele frequencies sum to one.
The two-parameter Poisson-Dirichlet diffusion is an infinite-dimensional diffusion on the ordered simplex with a two-parameter Poisson-Dirichlet (alpha, theta) stationary distribution. We derive a dual process representation for the diffusion, sugges ted by Feng et al. (2011)s spectral expansion of the transition density, and its rearrangement by Zhou (2015). The dual process is in terms of a line-of-descent process which tracks the evolution of non-mutant frequencies from time zero. Remarkably the line-of-descent process does not depend on alpha. Methods of proof use the sampling distribution of n points in the two-parameter Poisson-Dirichlet diffusion. We connect the sampling distribution with a generalized Blackwell and MacQueen Polya urn model.
93 - Shui Feng , Fuqing Gao 2008
The Poisson--Dirichlet distribution arises in many different areas. The parameter $theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $theta$ approaching infinity is prac tically motivated and has led to new, interesting mathematical structures. Laws of large numbers, fluctuation theorems and large-deviation results have been established. In this paper, moderate-deviation principles are established for the Poisson--Dirichlet distribution, the GEM distribution, the homozygosity, and the Dirichlet process when the parameter $theta$ approaches infinity. These results, combined with earlier work, not only provide a relatively complete picture of the asymptotic behavior of the Poisson--Dirichlet distribution for large $theta$, but also lead to a better understanding of the large deviation problem associated with the scaled homozygosity. They also reveal some new structures that are not observed in existing large-deviation results.
206 - Anthony Reveillac 2008
In this paper we give a central limit theorem for the weighted quadratic variations process of a two-parameter Brownian motion. As an application, we show that the discretized quadratic variations $sum_{i=1}^{[n s]} sum_{j=1}^{[n t]} | Delta_{i,j} Y |^2$ of a two-parameter diffusion $Y=(Y_{(s,t)})_{(s,t)in[0,1]^2}$ observed on a regular grid $G_n$ is an asymptotically normal estimator of the quadratic variation of $Y$ as $n$ goes to infinity.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا