Dirichlet and quasi-Bernoulli laws for perpetuities

DOI10.1239/JAP/1402578633MaRDI QIDQ5169734zbMATH OpenOpenAlexFDO

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

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)

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• On sums of products of Bernoulli variables and random permutations
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Cites work

• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A formula on multivariate Dirichlet distributions
• A transient random walk on stochastic matrices with Dirichlet distributions
• Distributional properties of means of random probability measures
• Explicit stationary distributions for compositions of random functions and products of random matrices
• On the non-classical infinite divisibility of power semicircle distributions
• Stability of perpetuities
• The diminishing segment process

Cited in

(5)

• scientific article; zbMATH DE number 1995704 (Why is no real title available?)
• On distributional properties of perpetuities
• On the diminishing process of Bálint Tóth
• Reversible Markov kernels and involutions on product spaces
• On a class of random walks in simplexes

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