A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions

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...

書誌詳細
主要な著者:	Forman, N, Rizzolo, D, Shi, Q, Winkel, M
フォーマット:	Journal article
言語:	English
出版事項:	Institute of Mathematical Statistics 2022

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