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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 PD(α,θ)PD(\alpha,\theta) 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 Πα,θ,ν0\Pi_{\alpha,\theta,\nu_0} 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 PD(α,θ)PD(\alpha,\theta) and Πα,θ,ν0\Pi_{\alpha,\theta,\nu_0}. The methods used come from the theory of Dirichlet forms.

Keywords

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

R2 v1 2026-06-21T12:18:00.265Z