Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process

Weiwei Zhang

Statistics & Probability Letters, 2019, vol. 151, issue C, 97-105

Abstract: We investigate the dynamic model of the two-parameter Dirichlet process introduced in Feng and Sun (2018). To establish the super Poincaré inequality for the projection measure of the two-parameter Dirichlet process, the main difficulty is that the diffusion coefficients are degenerate. We use the localization method in Wang and Zhang (2018) to overcome the difficulty. As a consequence, we establish the super Poincaré inequality for the two-parameter Dirichlet process when the number of types is finite, while we can prove that the super Poincaré inequality does not hold when the number of types is infinite.

Keywords: Two-parameter Dirichlet process; Poincaré inequality; Super Poincaré inequality; Localization method (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.025

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