%0 Journal Article
%T A property of Petrov's diffusion
%A S. N. Ethier
%J Mathematics
%D 2014
%I arXiv
%X 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 do not sum to 1 acts like an entrance boundary for the diffusion.
%U http://arxiv.org/abs/1406.5198v1