Limit theorems associated with the Pitman–Yor process

Abstract The Pitman–Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson–Dirichlet distribution with parameters 0 < α < 1, θ > -α. The parameters α and θ correspond to the stable and gamma components, respectively. The distribution of atoms is given by a probability η. In this paper we consider the limit theorems for the Pitman–Yor process and the two-parameter Poisson–Dirichlet distribution. These include …