The two-parameter Poisson–Dirichlet point process
Handa, Kenji
Bernoulli, Tome 15 (2009) no. 1, p. 1082-1116 / Harvested from Project Euclid
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.
Publié le : 2009-11-15
Classification:  correlation function,  Markov–Krein identity,  point process,  Poisson–Dirichlet distribution
@article{1262962227,
     author = {Handa, Kenji},
     title = {The two-parameter Poisson--Dirichlet point process},
     journal = {Bernoulli},
     volume = {15},
     number = {1},
     year = {2009},
     pages = { 1082-1116},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1262962227}
}
Handa, Kenji. The two-parameter Poisson–Dirichlet point process. Bernoulli, Tome 15 (2009) no. 1, pp.  1082-1116. http://gdmltest.u-ga.fr/item/1262962227/