Distributions of linear functionals of two parameter Poisson-Dirichlet random measures
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Publication:2426604
DOI10.1214/07-AAP462zbMath1138.60040arXivmath/0609488OpenAlexW2032738098MaRDI QIDQ2426604
Lancelot F. James, Igor Prünster, Antonio Lijoi
Publication date: 23 April 2008
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609488
occupation timesPoisson-Dirichlet processCauchy-Stieltjes transformBayesian nonparametric statisticsCifarelli-Regazzini identityfunctionals of random probability measures\(\alpha \)-stable subordinator
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Bayesian inference (62F15) Random measures (60G57)
Related Items (18)
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