Construction and Stationary Distribution of the Fleming-Viot Process with Viability Selection
Stephen G. Walker () and
Matteo Ruggiero ()
ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research
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.
Keywords: Fleming-Viot process; semi-Markov process; viability selection; stationary distribution; two-parameter Poisson-Dirichlet process. (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:icr:wpmath:14-2007
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