Some Diffusion Processes Associated With Two Parameter Poisson-Dirichlet Distribution and Dirichlet Process


Abstract in English

The two parameter Poisson-Dirichlet distribution $PD(alpha,theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingmans Poisson-Dirichlet distribution. The two parameter Dirichlet process $Pi_{alpha,theta, u_0}$ 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 $Pi_{alpha,theta, u_0}$. The methods used come from the theory of Dirichlet forms.

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