The Poisson-Dirichlet Distribution and Dirichlet Process: Constructions, Stochastic Dynamics and Asymptotic Behavior
主 题: The Poisson-Dirichlet Distribution and Dirichlet Process: Constructions, Stochastic Dynamics and Asymptotic Behavior
报告人: Prof. Shui Feng (Dept. of Mathematics
时 间: 2012-07-13 10:00-11:00
地 点: 理科一号楼 1418
The Poisson-Dirichlet distribution and the Dirichlet process are fundamental probability distributions that arise in many areas including Bayesian statitics, biology, ecology, economy, and number theory. In this talk, we will introduce a few constructions of these distributions, discuss the corresponding symmetric diffusions, and review several asymptotic results.