Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process

Simple item page
dc.creatorFeng, Shui
dc.creatorSun, Wei
dc.date2009-03-03
dc.date2009-03-22
dc.date.accessioned2026-07-07T12:54:34Z
dc.date.available2026-07-07T12:54:34Z
dc.descriptionThe two parameter Poisson-Dirichlet distribution $PD(α,θ)$ 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 $Π_{α,θ,ν_0}$ 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 $PD(α,θ)$ and $Π_{α,θ,ν_0}$. The methods used come from the theory of Dirichlet forms.
dc.description24 pages
dc.identifierhttps://arxiv.org/abs/0903.0623
dc.identifierhttp://arxiv.org/abs/0903.0623
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/223978
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F10; 92D10.
dc.titleSome Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process
dc.typetext

Files

Collections

arXiv