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تسجيل مستخدم جديدA dynamic model for the two-parameter Dirichlet process
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Let $alpha=1/2$, $theta>-1/2$, and $ u_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $Pi_{alpha,theta, u_0}$. If $S=mathbb{N}$, we show that the bilinear form begin{eqnarray*} left{ begin{array}{l} {cal E}(F,G)=frac{1}{2}int_{{cal P}_1(mathbb{N})}langle abla F(mu), abla G(mu)rangle_{mu} Pi_{alpha,theta, u_0}(dmu), F,Gin {cal F}, {cal F}={F(mu)=f(mu(1),dots,mu(d)):fin C^{infty}(mathbb{R}^d), dge 1} end{array} right. end{eqnarray*} is closable on $L^2({cal P}_1(mathbb{N});Pi_{alpha,theta, u_0})$ and its closure $({cal E}, D({cal E}))$ is a quasi-regular Dirichlet form. Hence $({cal E}, D({cal E}))$ is associated with a diffusion process in ${cal P}_1(mathbb{N})$ which is time-reversible with the stationary distribution $Pi_{alpha,theta, u_0}$. If $S$ is a general locally compact, separable metric space, we discuss properties of the model begin{eqnarray*} left{ begin{array}{l} {cal E}(F,G)=frac{1}{2}int_{{cal P}_1(S)}langle abla F(mu), abla G(mu)rangle_{mu} Pi_{alpha,theta, u_0}(dmu), F,Gin {cal F}, {cal F}={F(mu)=f(langle phi_1,murangle,dots,langle phi_d,murangle): phi_iin B_b(S),1le ile d,fin C^{infty}(mathbb{R}^d),dge 1}. end{array} right. end{eqnarray*} In particular, we prove the Mosco convergence of its projection forms.
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