Distributions of linear functionals of two-parameter Poisson-Dirichlet random measures (Articolo in rivista)

Type
Label
  • Distributions of linear functionals of two-parameter Poisson-Dirichlet random measures (Articolo in rivista) (literal)
Anno
  • 2008-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1214/07-AAP462 (literal)
Alternative label
  • James L. F., Lijoi A., Prünster I. (2008)
    Distributions of linear functionals of two-parameter Poisson-Dirichlet random measures
    in The Annals of applied probability
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • James L. F., Lijoi A., Prünster I. (literal)
Pagina inizio
  • 521 (literal)
Pagina fine
  • 551 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 18 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo
  • 2 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Hong Kong University of Science and Technology, University of Pavia, University of Torino (literal)
Titolo
  • Distributions of linear functionals of two-parameter Poisson-Dirichlet random measures (literal)
Abstract
  • The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson-Dirichlet process PD(\alpha,\theta). We obtain distributional results yielding exact forms for density functions of these functionals. Moreover, several interesting integral identities are obtained by exploiting a correspondence between the mean of a Poisson-Dirichlet process and the mean of a suitable Dirichlet process. Finally, some distributional characterizations in terms of mixture representations are proved. The usefulness of the results contained in the paper is demonstrated by means of some illustrative examples. Indeed, our formulae are relevant to occupation time phenomena connected with Brownian motion and more general Bessel processes, as well as to models arising in Bayesian nonparametric statistics. (literal)
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