An integral characterization of the Dirichlet process

DOI10.1007/S10959-019-00923-YMaRDI QIDQ2181619zbMATH OpenOpenAlexWikidataFDO

Authors Günter Last

Publication date 19 May 2020

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.11465

zbMATH Keywords

beta distributionDirichlet distributionDirichlet processPoisson processsize-biased samplingPoisson-Dirichlet distributionMecke equation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57)

Abstract: We give a new integral characterization of the Dirichlet process on a general phase space. To do so we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new characterization of the Dirichlet distribution and a marked version of a classical characterization of the Poisson-Dirichlet distribution via invariance under size-biased sampling.

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Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3518091 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
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• A Bayesian analysis of some nonparametric problems
• A Mecke-type characterization of the Dirichlet-Ferguson measure
• Characterization by invariance under length-biasing and random scaling
• Constancy of regressions for beta distributions
• Random discrete distributions invariant under size-biased permutation
• Size-biased filtering of Poisson–Dirichlet samples with an application to partition structures in genetics
• Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen

Cited in

(13)

• A family of densities derived from the three-parameter Dirichlet process
• Characteristic functionals of Dirichlet measures
• On the distribution of random Dirichlet jumps
• A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process
• The Poisson–Dirichlet Distribution and the Scale-Invariant Poisson Process
• Quantitative multidimensional central limit theorems for means of the Dirichlet-Ferguson measure
• Characteristic functions of means of distributions chosen from a Dirichlet process
• A Mecke-type characterization of the Dirichlet-Ferguson measure
• The Dirichlet-Ferguson diffusion on the space of probability measures over a closed Riemannian manifold
• Moments method approach to characterizations of Dirichlet tables through neutralities
• Stick-breaking processes, clumping, and Markov chain occupation laws
• The Dirichlet distribution and process through neutralities
• Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes

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