Author:
Ethier S. N.,Kurtz Thomas G.
Abstract
A diffusion processX(·) in the infinite-dimensional ordered simplexis characterized in terms of the generatordefined on an appropriate domain. It is shown thatX(·) is the limit in distribution of several sequences of discrete stochastic models of the infinitely-many-neutral-alleles type. It is further shown thatX(·) has a unique stationary distribution and is reversible and ergodic. Kingman's limit theorem for the descending order statistics of the symmetric Dirichlet distribution is obtained as a corollary.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
85 articles.
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