Exact simulation of two-parameter Poisson-Dirichlet random variables

DOI10.1214/20-EJP573zbMath1491.60070MaRDI QIDQ2042754

Junyi Zhang, Angelos Dassios

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

subordinatorexact simulationtwo-parameter Poisson-Dirichlet distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Random number generation in numerical analysis (65C10)

Related Items

Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models

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