Electronic Communications in Probability

Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere

Thomas Jiang and Kun-Lin Kuo

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Jiang, Dickey, and Kuo [12] gave the multivariate c-characteristic function and showed that it has properties similar to those of the multivariate Fourier transformation. We first give the multivariate c-characteristic function of a random functional of a Ferguson-Dirichlet process over the unit sphere. We then find out its probability density function using properties of the multivariate c-characteristic function. This new result would generalize that given by [11].

Article information

Electron. Commun. Probab., Volume 13 (2008), paper no. 49, 518-525.

Accepted: 14 October 2008
First available in Project Euclid: 6 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60E10: Characteristic functions; other transforms
Secondary: 62E15: Exact distribution theory

Ferguson-Dirichlet process c-characteristic function

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Jiang, Thomas; Kuo, Kun-Lin. Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere. Electron. Commun. Probab. 13 (2008), paper no. 49, 518--525. doi:10.1214/ECP.v13-1416. https://projecteuclid.org/euclid.ecp/1465233476

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