Distribution of random functional of a Dirichlet process on the unit disk (Q1181116)

Let \(U\) be a Dirichlet process with parameter \(\mu\) on the unit disk. It is shown that the vector \((X,Y)\) has a p.d.f. \((c/\pi)(1-x^ 2-y^ 2)^{c-1}\), \(0<x^ 2+y^ 2<1\), where \(X+iY=\int_ 0^{2\pi}\exp\{(2\pi i/c)\mu((0,\theta))\}dU(\theta)\) and \(c=\mu((0,\theta))\).