A stochastic diffusion process for the Dirichlet distribution

DOI10.1155/2013/842981zbMath1273.60099arXiv1303.0217OpenAlexW2963538371WikidataQ58993649 ScholiaQ58993649MaRDI QIDQ1952469

J. R. Ristorcelli, Jozsef Bakosi

Publication date: 31 May 2013

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.0217

zbMATH Keywords

diffusion processtransport equationDirichlet distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (4)

Nash inequality for diffusion processes associated with Dirichlet distributions ⋮ Diffusion processes satisfying a conservation law constraint ⋮ A stochastic diffusion process for Lochner's generalized Dirichlet distribution ⋮ Poincar\'e Inequality for Dirichlet Distributions and Infinite-Dimensional Generalizations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate Jacobi process with application to smooth transitions
• An explicit transition density expansion for a multi-allelic Wright-Fisher diffusion with general diploid selection
• A survey of numerical methods for stochastic differential equations
• Stochastic methods. A handbook for the natural and social sciences
• Exploring the beta distribution in variable-density turbulent mixing
• Bayesian methods for categorical data under informative general censoring
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
• Reviews

This page was built for publication: A stochastic diffusion process for the Dirichlet distribution