Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
We provide a general theorem bounding the error in the approximation of a random measure of interest—for example, the empirical population measure of types in a ...
In this paper we consider large θ approximations for the stationary distribution of the neutral infinite alleles model as described by the the Poisson-Dirichlet distribution with parameter θ. We prove ...
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