A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process

Stochastic Processes and their Applications

Volumn 111, Issue 1, 2004, Pages 77-95

  Jiang, Thomas J ^a   Dickey, James M ^b   Kuo, Kun Lin ^a  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Carlson's function; Dirichlet distribution; Ferguson Dirichlet process random functional; Filtered variate Dirichlet distribution; Fourier transformation; Inversion formula; Multivariate c characteristic function

Indexed keywords

EID: 1642419179     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2003.12.003     Document Type: Article

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