The Poisson-Dirichlet Distribution and Related Topics (Hardcover)

Shui Feng

ISBN 10: 3642111939 / ISBN 13: 9783642111938

Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2010

Beschreibung

Hardcover. 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. Presenting a comprehensive study of the Poisson-Dirichlet distribution, this volume emphasizes recent progress in evolutionary dynamics and asymptotic behaviors. The self-contained text presents methods and techniques that appeal to researchers in a wide variety of subjects. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Bestandsnummer des Verkäufers 9783642111938

Bibliografische Details

• Titel: The Poisson-Dirichlet Distribution and Related Topics (Hardcover)
• Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin
• Erscheinungsjahr: 2010
• Sprache: Englisch
• ISBN-10: 3642111939
• ISBN-13: 9783642111938
• Einband: Hardcover
• Zustand: new

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. 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.