{ "id": "0903.0623", "version": "v2", "published": "2009-03-03T21:14:25.000Z", "updated": "2009-03-22T01:16:47.000Z", "title": "Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process", "authors": [ "Shui Feng", "Wei Sun" ], "comment": "24 pages", "categories": [ "math.PR", "math.ST", "stat.TH" ], "abstract": "The two parameter Poisson-Dirichlet distribution $PD(\\alpha,\\theta)$ 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 $PD(\\alpha,\\theta)$ and $\\Pi_{\\alpha,\\theta,\\nu_0}$. The methods used come from the theory of Dirichlet forms.", "revisions": [ { "version": "v2", "updated": "2009-03-22T01:16:47.000Z" } ], "analyses": { "subjects": [ "60F10" ], "keywords": [ "parameter poisson-dirichlet distribution", "dirichlet process", "infinite dimensional symmetric diffusion processes", "infinite dimensional random discrete probability" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0903.0623F" } } }