Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process

DOI10.1007/S00440-009-0238-2zbMATH Open1203.60120arXiv0903.0623OpenAlexW2963499828MaRDI QIDQ707604FDOQ707604

Wei Sun, Shui Feng

Publication date: 8 October 2010

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: The two parameter Poisson-Dirichlet distribution $PD(alpha,heta)$ 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 $P{i}_{alpha,heta,u_0}$ 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 $PD(alpha,heta)$ and $P{i}_{alpha,heta,u_0}$. The methods used come from the theory of Dirichlet forms.

Full work available at URL: https://arxiv.org/abs/0903.0623

zbMATH Keywords

diffusion processtwo parameter Dirichlet processtwo parameter Poisson-Dirichlet distribution

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited In (18)

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