The two-parameter Poisson-Dirichlet point process (Q605886): Difference between revisions

The Kingman-Pitman-Yor distribution \(PD(\alpha,\theta)\) \((0\leq\alpha<0\), \(\theta>-\alpha)\) as a special type distribution on an infinity-dimensional simplex is considered. For any point of the simplex it can be constructed its variational series which can be interpreted as a sample of a point process on segment \([0,1]\) with the distribution induced by \(PD(\alpha,\theta)\). The \(n\)th order correlation function of this point process is derived. In terms of Laplace transform asymptotic properties of \(PD(\alpha,\theta)\) as \(\theta\to\infty\) are investigated. Well known analytical results with respect to distribution \(PD(0,\theta)\) and its Dirichlet type process are generalized for distribution \(PD(\alpha,\theta)\) of common view.