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2008 Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
Thomas Jiang, Kun-Lin Kuo
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Electron. Commun. Probab. 13: 518-525 (2008). DOI: 10.1214/ECP.v13-1416

Abstract

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].

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Thomas Jiang. Kun-Lin Kuo. "Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere." Electron. Commun. Probab. 13 518 - 525, 2008. https://doi.org/10.1214/ECP.v13-1416

Information

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

zbMATH: 1192.60040
MathSciNet: MR2447838
Digital Object Identifier: 10.1214/ECP.v13-1416

Subjects:
Primary: 60E10
Secondary: 62E15

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