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arXiv 1802.02655math.PR
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无限单形上随机离散分布的负二项构造

Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex

Yuguang Fan Ipsen, Ross A. Maller

摘要:

无限单纯形上的泊松-金曼分布$\mathrm{PK}(ρ)$可以由具有强度密度$ρ$的泊松点过程构造,或者通过将直到具有Lévy密度$ρ$的从属子的指定时间的分级跳跃作为从属子的比例来构造。作为一个自然的推广,我们用一个具有参数$r>0$和Lévy密度$ρ$的负二项点过程代替Poisson点过程,从而定义了无限单纯形上一类新的分布$\mathrm{PK}^{(r)}(ρ)$.这个新的类包含Pitman和Yor(1997)的双参数推广$\mathrm{PD}(α, θ)$,当$θ>0$。它还包含一类来自修剪稳定从属分布。我们得到的新的分布,特别是两个最著名的$\mathrm{PK}$分布的性质:泊松-狄利克雷分布$\mathrm{PK}(ρ_θ)$产生的伽马过程与Lévy密度$ρ_θ(x) = θe^{-x}/x$,$x>0$,$θ> 0$,和随机离散分布,$\mathrm{PD}(α,0)$,来自$α$稳定从属。

英文摘要:

The Poisson-Kingman distributions, $\mathrm{PK}(ρ)$, on the infinite simplex, can be constructed from a Poisson point process having intensity density $ρ$ or by taking the ranked jumps up till a specified time of a subordinator with Lévy density $ρ$, as proportions of the subordinator. As a natural extension, we replace the Poisson point process with a negative binomial point process having parameter $r>0$ and Lévy density $ρ$, thereby defining a new class $\mathrm{PK}^{(r)}(ρ)$ of distributions on the infinite simplex. The new class contains the two-parameter generalisation $\mathrm{PD}(α, θ)$ of Pitman and Yor (1997) when $θ>0$. It also contains a class of distributions derived from the trimmed stable subordinator. We derive properties of the new distributions, with particular reference to the two most well-known $\mathrm{PK}$ distributions: the Poisson-Dirichlet distribution $\mathrm{PK}(ρ_θ)$ generated by a Gamma process with Lévy density $ρ_θ(x) = θe^{-x}/x$, $x>0$, $θ> 0$, and the random discrete distribution, $\mathrm{PD}(α,0)$, derived from an $α$-stable subordinator.

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