2009年11月
The two-parameter Poisson-Dirichlet point process
BERNOULLI
- 巻
- 15
- 号
- 4
- 開始ページ
- 1082
- 終了ページ
- 1116
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.3150/08-BEJ180
- 出版者・発行元
- INT STATISTICAL INST
The two-parameter Poisson-Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences With sum I 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 tor the generalized Dirichlet process is discussed from the point of view of functional analysis based on the two-parameter Poisson-Dirichlet distribution
- リンク情報
- ID情報
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- DOI : 10.3150/08-BEJ180
- ISSN : 1350-7265
- Web of Science ID : WOS:000274366700007