Spectral Gap for Measure-Valued Diffusion Processes
Probability
2019-10-29 v2
Abstract
The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This provides explicit exponential convergence rate for these processes to approximate the Dirichlet and Gamma distributions arising from population genetics.
Cite
@article{arxiv.1903.02857,
title = {Spectral Gap for Measure-Valued Diffusion Processes},
author = {Panpan Ren and Feng-Yu Wang},
journal= {arXiv preprint arXiv:1903.02857},
year = {2019}
}
Comments
18 pages