Dirichlet Brownian Motions - Open Journal of Statistics

OJS > Vol.4 No.11, December 2014

Open Journal of Statistics

Volume 4, Issue 11 (December 2014)

ISSN Print: 2161-718X ISSN Online: 2161-7198

Google-based Impact Factor: 0.53 Citations

Dirichlet Brownian Motions ()

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DOI: 10.4236/ojs.2014.411085 2,646 Downloads 3,219 Views

Author(s)

Hafedh Faires

Affiliation(s)

Department of Mathematics and Statistics, Al Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, KSA.

ABSTRACT

In this work we introduce a Brownian motion in random environment which is a Brownian constructions by an exchangeable sequence based on Dirichlet processes samples. We next compute a stochastic calculus and an estimation of the parameters is computed in order to classify a functional data.

KEYWORDS

Bayesian Model, Brownian Motion, Exchangeability, Gaussian Mixtures

Share and Cite:

Faires, H. (2014) Dirichlet Brownian Motions. Open Journal of Statistics, 4, 902-911. doi: 10.4236/ojs.2014.411085.

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