A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions
We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson–Dirichlet(α,θ) distributions, for α∈(0,1) and θ≥0. These processes resolve a conjecture of Feng and Sun (Probab. Theory Related Fields...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2022
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