The diffusion process approach to one-compartmental stochastic models: A mathematical note

1983 ◽  
Vol 45 (3) ◽  
pp. 425-430 ◽  
Author(s):  
Matthew Witten
2006 ◽  
Vol 19 (6) ◽  
pp. L17-L20 ◽  
Author(s):  
K Togano ◽  
T Nakane ◽  
H Fujii ◽  
H Takeya ◽  
H Kumakura

Pramana ◽  
1998 ◽  
Vol 51 (5) ◽  
pp. 603-614
Author(s):  
Ichiro Ohba ◽  
Kentaro Imafuku ◽  
Yoshiya Yamanaka

1997 ◽  
Vol 56 (2) ◽  
pp. 1142-1153 ◽  
Author(s):  
Kentaro Imafuku ◽  
Ichiro Ohba ◽  
Yoshiya Yamanaka

1981 ◽  
Vol 13 (03) ◽  
pp. 429-452 ◽  
Author(s):  
S. N. Ethier ◽  
Thomas G. Kurtz

A diffusion process X(·) in the infinite-dimensional ordered simplex is characterized in terms of the generator defined on an appropriate domain. It is shown that X(·) is the limit in distribution of several sequences of discrete stochastic models of the infinitely-many-neutral-alleles type. It is further shown that X(·) has a unique stationary distribution and is reversible and ergodic. Kingman's limit theorem for the descending order statistics of the symmetric Dirichlet distribution is obtained as a corollary.


1981 ◽  
Vol 13 (3) ◽  
pp. 429-452 ◽  
Author(s):  
S. N. Ethier ◽  
Thomas G. Kurtz

A diffusion process X(·) in the infinite-dimensional ordered simplex is characterized in terms of the generator defined on an appropriate domain. It is shown that X(·) is the limit in distribution of several sequences of discrete stochastic models of the infinitely-many-neutral-alleles type. It is further shown that X(·) has a unique stationary distribution and is reversible and ergodic. Kingman's limit theorem for the descending order statistics of the symmetric Dirichlet distribution is obtained as a corollary.


1995 ◽  
Vol 204 (5-6) ◽  
pp. 329-335 ◽  
Author(s):  
Kentaro Imafuku ◽  
Ichiro Ohba ◽  
Yoshiya Yamanaka

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