Pitman–Yor process

In probability theory, a Pitman–Yor process denoted PY(d, θ, G0), is a stochastic process whose sample path is a probability distribution. A random sample from this process is an infinite discrete probability distribution, consisting of an infinite set of atoms drawn from G0, with weights drawn from a two-parameter Poisson–Dirichlet distribution. The process is named after Jim Pitman and Marc Yor.The name 'Pitman–Yor process' was coined by Ishwaran and James after Pitman and Yor's review on the subject. However the process was originally studied in Perman et al.