@article{ECP3684,
author = {Stewart Ethier},
title = {A property of Petrov's diffusion},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {19},
year = {2014},
keywords = {infinite-dimensional diffusion process, transition density, two-parameter Poisson--Dirichlet distribution, entrance boundary},
abstract = {Petrov constructed a diffusion process in the Kingman simplex whose unique stationary distribution is the two-parameter Poisson-Dirichlet distribution of Pitman and Yor. We show that the subset of the simplex comprising vectors whose coordinates sum to 1 is the natural state space for the process. In fact, the complementary set acts like an entrance boundary.},
pages = {no. 65, 1-4},
issn = {1083-589X},
doi = {10.1214/ECP.v19-3684},
url = {http://ecp.ejpecp.org/article/view/3684}}