Journal article 947 views
Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
Shui Feng,
Feng-yu Wang
Potential Analysis, Volume: 44, Issue: 1, Pages: 137 - 153
Swansea University Author: Feng-yu Wang
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DOI (Published version): 10.1007/s11118-015-9502-5
Abstract
derived for a class of infinite-dimensional GEM processes, which was introducedin Feng andWang (J. Appl. Probab. 44 938–949 2007) to simulate the two-parameterGEM distributions. In particular, the associated Dirichlet form satisfies the super log-Sobolev inequality which strengthens the log-Sobolev...
| Published in: | Potential Analysis |
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| Published: |
2016
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa28391 |
| Abstract: |
derived for a class of infinite-dimensional GEM processes, which was introducedin Feng andWang (J. Appl. Probab. 44 938–949 2007) to simulate the two-parameterGEM distributions. In particular, the associated Dirichlet form satisfies the super log-Sobolev inequality which strengthens the log-Sobolev inequality derived in Feng andWang(J. Appl. Probab. 44 938–949 2007). To prove the main results, explicit Harnack inequalityand super Poincar´e inequality are established for the one-dimensional Wright-Fisherdiffusion processes. The main tool of the study is the coupling by change of measures. |
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| College: |
Faculty of Science and Engineering |
| Issue: |
1 |
| Start Page: |
137 |
| End Page: |
153 |