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

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  • Zhang, Weiwei

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.

Suggested Citation

  • Zhang, Weiwei, 2019. "Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process," Statistics & Probability Letters, Elsevier, vol. 151(C), pages 97-105.
    • Handle: RePEc:eee:stapro:v:151:y:2019:i:c:p:97-105
    DOI: 10.1016/j.spl.2019.01.025
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