Related papers: The two-parameter Poisson--Dirichlet point process
We prove a long-standing conjecture which characterises the Ewens-Pitman two-parameter family of exchangeable random partitions, plus a short list of limit and exceptional cases, by the following property: for each $n = 2,3, >...$, if one…
We investigate a model of random spatial permutations on two-dimensional tori, and establish that the joint distribution of large cycles is asymptotically given by the Poisson--Dirichlet distribution with parameter one. The asymmetry of the…
The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…
This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear…
We introduce a mltiparameter version of Skellam point process via multiparameter Poisson processes. Its distributional properties are studied in detail. Its compound representation is derived for a particular case. Also, its Riemann…
In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…
Although introduced in the case of Poisson random measures, the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet…
The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…
We define a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be translation invariant. This invariance stems from a reversibility property of the model.…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
The definition and the properties of a Gaussian point distribution, in contrast to the well-known properties of a Gaussian random field are discussed. Constraints for the number density and the two-point correlation function arise. A simple…
In this paper, we provide an explicit probability distribution for classification purposes. It is derived from the Bayesian nonparametric mixture of Dirichlet process model, but with suitable modifications which remove unsuitable aspects of…
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 Wright-Fisher model--and a Dirichlet process, which is a measure having…
For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…
This paper analyzes statistical properties of the Poisson line Cox point process useful in the modeling of vehicular networks. The point process is created by a two-stage construction: a Poisson line process to model road infrastructure and…
Palm distributions play a central role in the study of point processes and their associated summary statistics. In this paper, we characterize the Palm distributions of the superposition of independent point processes, establishing a simple…
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…