Dirichlet and quasi-Bernoulli laws for perpetuities

DOI10.1239/JAP/1402578633zbMATH Open1296.60184OpenAlexW2041121657MaRDI QIDQ5169734FDOQ5169734

Authors: Paweł Hitczenko, Gérard Letac 

Publication date: 11 July 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1402578633

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zbMATH Keywords

Dirichlet processstationary distributionperpetuitiesEwens' distribution\(T_c\) transformprobabilities on a tetrahedronquasi-Bernoulli law

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Distribution theory (60E99)

Cites Work

• A Bayesian analysis of some nonparametric problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Distributional properties of means of random probability measures
• Stability of perpetuities
• The diminishing segment process
• A formula on multivariate Dirichlet distributions
• A transient random walk on stochastic matrices with Dirichlet distributions
• On the non-classical infinite divisibility of power semicircle distributions

Cited In (5)

• Title not available (Why is that?)
• On distributional properties of perpetuities
• Reversible Markov kernels and involutions on product spaces
• On the diminishing process of Bálint Tóth
• On a class of random walks in simplexes

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