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Some diffusion processes associated with two...
Journal article

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

Abstract

The 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 $${\Pi_{\alpha,\theta,\nu_0}}$$ 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 $${\Pi_{\alpha,\theta,\nu_0}}$$. The methods used come from the theory of Dirichlet forms.

Authors

Feng S; Sun W

Journal

Probability Theory and Related Fields, Vol. 148, No. 3-4, pp. 501–525

Publisher

Springer Nature

Publication Date

November 1, 2010

DOI

10.1007/s00440-009-0238-2

ISSN

0178-8051

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