The two-parameter Poisson-Dirichlet point process

DOI10.3150/08-BEJ180MaRDI QIDQ605886zbMATH OpenOpenAlexFDO

Authors Kenji Handa

Publication date 15 November 2010

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0705.3496

zbMATH Keywords

correlationpoint processMarkov-Krein identityPoison-Dirichlet distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the associated point process (that is, the random point process obtained by regarding the masses as points in the positive real line) is given in terms of the correlation functions. Using this, we apply the theory of point processes to reveal the mathematical structure of the two-parameter Poisson--Dirichlet distribution. Also, developing the Laplace transform approach due to Pitman and Yor, we are able to extend several results previously known for the one-parameter case. The Markov--Krein identity for the generalized Dirichlet process is discussed from the point of view of functional analysis based on the two-parameter Poisson--Dirichlet distribution.

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