Stefano Favaro

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20242026

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math.PR2026

The variance of the Pitman--Yor process: Cifarelli--Regazzini-type identities and inversion formulas

Emanuele Dolera, Stefano Favaro

The Cifarelli--Regazzini identity lies at the foundation of the theory of the Dirichlet process and has played a central role in Bayesian nonparametric statistics. By providing the…

math.PR2026

A Central Limit Theorem for the Ewens-Pitman random partition in the large- $θ$ regime via a martingale approach

Bernard Bercu, Claudia Contardi, Emanuele Dolera +1

The Ewens-Pitman model defines a distribution on random partitions of ${1, \dots, n}$ , with parameters $α \in [0, 1)$ and $θ > - α$ ; the case $α = 0$ reduces to the classical Ewens mode…

math.PR2026

A Gaussian process limit for the self-normalized Ewens-Pitman process

Bernard Bercu, Stefano Favaro

For an integer $n \geq 1$ , consider a random partition $Π_{n}$ of ${1, \dots, n}$ into $K_{n}$ partition sets with $K_{r, n}$ partition subsets of size $r = 1, \dots, n$ , and assume $Π_…

math.PR2025

A new look on large deviations and concentration inequalities for the Ewens-Pitman model

Bernard Bercu, Stefano Favaro

The Ewens-Pitman model is a probability distribution for random partitions of the set $[n] = {1, \dots, n}$ , parameterized by $α \in [0, 1)$ and $θ > - α$ , with $α = 0$ corresponding to the…

math.PR2025

Asymptotic behavior of clusters in hierarchical species sampling models

Stefano Favaro, Shui Feng, J. E. Paguyo

Consider a random sample of size $N$ from a hierarchical species sampling model. In this paper, we study the large $N$ asymptotic behavior of the number $K_{N}$ of clusters in…

math.PR2024

Laws of large numbers and central limit theorem for Ewens-Pitman model

Claudia Contardi, Emanuele Dolera, Stefano Favaro

The Ewens-Pitman model is a distribution for random partitions of the set ${1, \dots, n}$ , with $n \in N$ , indexed by parameters $α \in [0, 1)$ and $θ > - α$ , such that $α = 0$ is…

math.PR2024

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model

Bernard Bercu, Stefano Favaro

The Ewens-Pitman model refers to a distribution for random partitions of $[n] = {1, \dots, n}$ , which is indexed by a pair of parameters $α \in [0, 1)$ and $θ > - α$ , with $α = 0$ correspo…

The variance of the Pitman--Yor process: Cifarelli--Regazzini-type identities and inversion formulas

A Central Limit Theorem for the Ewens-Pitman random partition in the large-θ regime via a martingale approach

A Gaussian process limit for the self-normalized Ewens-Pitman process

A new look on large deviations and concentration inequalities for the Ewens-Pitman model

Asymptotic behavior of clusters in hierarchical species sampling models

Laws of large numbers and central limit theorem for Ewens-Pitman model

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model

A Central Limit Theorem for the Ewens-Pitman random partition in the large- $θ$ regime via a martingale approach