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

\(T_c\) transformDirichlet processEwens' distributionperpetuitiesprobabilities on a tetrahedronquasi-Bernoulli lawstationary distribution

Mathematics Subject Classification ID

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

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Cites work

• 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
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• On the non-classical infinite divisibility of power semicircle distributions
• Stability of perpetuities
• The diminishing segment process

Cited in

(5)

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

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