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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...

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Published in: Potential Analysis
Published: 2016
URI: https://cronfa.swan.ac.uk/Record/cronfa28391
first_indexed 2016-05-30T12:15:48Z
last_indexed 2018-02-09T05:12:27Z
id cronfa28391
recordtype SURis
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spelling 2016-12-23T12:53:44.3232077 v2 28391 2016-05-30 Harnack Inequality and Applications for Infinite-Dimensional GEM Processes 6734caa6d9a388bd3bd8eb0a1131d0de Feng-yu Wang Feng-yu Wang true false 2016-05-30 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. Journal Article Potential Analysis 44 1 137 153 31 12 2016 2016-12-31 10.1007/s11118-015-9502-5 COLLEGE NANME COLLEGE CODE Swansea University 2016-12-23T12:53:44.3232077 2016-05-30T04:41:58.7990640 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Shui Feng 1 Feng-yu Wang 2
title Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
spellingShingle Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
Feng-yu Wang
title_short Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
title_full Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
title_fullStr Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
title_full_unstemmed Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
title_sort Harnack Inequality and Applications for Infinite-Dimensional GEM Processes
author_id_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de
author_id_fullname_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang
author Feng-yu Wang
author2 Shui Feng
Feng-yu Wang
format Journal article
container_title Potential Analysis
container_volume 44
container_issue 1
container_start_page 137
publishDate 2016
institution Swansea University
doi_str_mv 10.1007/s11118-015-9502-5
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 0
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description 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.
published_date 2016-12-31T18:56:31Z
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score 11.04748

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