Distributional Results for Random Functionals of a Dirichlet Process
Hannum, Robert C. ; Hollander, Myles ; Langberg, Naftali A.
Ann. Probab., Tome 9 (1981) no. 6, p. 665-670 / Harvested from Project Euclid
We obtain an expression for the distribution function of the random variable $\int ZdP$ where $P$ is a random distribution function chosen by Ferguson's (1973) Dirichlet process on $(R, B)$ ($R$ is the real line and $B$ is the $\sigma$-field of Borel sets) with parameter $\alpha$, and $Z$ is a real-valued measurable function defined on $(R, B)$ satisfying $\int |Z| d\alpha < \infty$. As a consequence, we show that when $\alpha$ is symmetric about 0 and $Z$ is an odd function, then the distribution of $\int ZdP$ is symmetric about 0. Our main result is also used to obtain a new result for convergence in distribution of Dirichlet-based random functionals.
Publié le : 1981-08-14
Classification:  Dirichlet process,  distribution of random functionals,  60K99,  60E05
@article{1176994373,
     author = {Hannum, Robert C. and Hollander, Myles and Langberg, Naftali A.},
     title = {Distributional Results for Random Functionals of a Dirichlet Process},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 665-670},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994373}
}
Hannum, Robert C.; Hollander, Myles; Langberg, Naftali A. Distributional Results for Random Functionals of a Dirichlet Process. Ann. Probab., Tome 9 (1981) no. 6, pp.  665-670. http://gdmltest.u-ga.fr/item/1176994373/