Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process
Probability
2009-03-22 v2 Statistics Theory
Statistics Theory
Abstract
The two parameter Poisson-Dirichlet distribution is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet process is the law of a pure atomic random measure with masses following the two parameter Poisson-Dirichlet distribution. In this article we focus on the construction and the properties of the infinite dimensional symmetric diffusion processes with respective symmetric measures and . The methods used come from the theory of Dirichlet forms.
Cite
@article{arxiv.0903.0623,
title = {Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process},
author = {Shui Feng and Wei Sun},
journal= {arXiv preprint arXiv:0903.0623},
year = {2009}
}
Comments
24 pages