21 citations · 24 across the 3 of their papers we have counts for
3 papers
math.PR2009★ 3 cited
Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process
Shui Feng, Wei Sun
The two parameter Poisson-Dirichlet distribution is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-D…
math.PR2006
Generalized Mehler Semigroups and Catalytic Branching Processes with Immigration
Donald A. Dawson, Zenghu Li, Byron Schmuland +1
Skew convolution semigroups play an important role in the study of generalized Mehler semigroups and Ornstein-Uhlenbeck processes. We give a characterization for a general skew con…
math.PR2006★ 21 cited
Rates for branching particle approximations of continuous-discrete filters
Michael A. Kouritzin, Wei Sun
Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that is a Markov process…