Markoff process and the Dirichlet problem

Dirichlet Duality and the Nonlinear Dirichlet Problem

We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form F.Hessu/ D 0 on a smoothly bounded domain  b Rn. In our approach the equation is replaced by a subset F Sym.Rn/ of the symmetric n nmatrices with @F fF D 0g. We establish the existence and uniqueness of continuous solutions under an explicit geometric “F -convexity” assumption on the boundary @. We a...

Lecture 24 : Dirichlet distribution and Dirichlet Process

The local Dirichlet process.

As a generalization of the Dirichlet process (DP) to allow predictor dependence, we propose a local Dirichlet process (lDP). The lDP provides a prior distribution for a collection of random probability measures indexed by predictors. This is accomplished by assigning stick-breaking weights and atoms to random locations in a predictor space. The probability measure at a given predictor value is ...

The Nested Dirichlet Process

In multicenter studies, subjects in different centers may have different outcome distributions. This article is motivated by the problem of nonparametric modeling of these distributions, borrowing information across centers while also allowing centers to be clustered. Starting with a stick-breaking representation of the Dirichlet process (DP), we replace the random atoms with random probability...

The Dirichlet Problem

We present here two approaches to the Dirichlet problem: The classical method of subharmonic functions that culminated in the works of Perron and Wiener, and the more modern Sobolev space approach tied to calculus of variations.