Dirichlet and Quasi-Bernoulli Laws for Perpetuities

DOI10.1239/jap/1402578633zbMath1296.60184OpenAlexW2041121657MaRDI QIDQ5169734

Gérard Letac, Pawel Hitczenko

Publication date: 11 July 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1402578633

zbMATH Keywords

stationary distributionDirichlet processperpetuitiesEwens' distribution\(T_c\) transformprobabilities on a tetrahedronquasi-Bernoulli law

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Distribution theory (60E99)

Related Items (2)

On a class of random walks in simplexes ⋮ On the diminishing process of Bálint Tóth

Cites Work

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• The diminishing segment process
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Distributional properties of means of random probability measures
• A formula on multivariate Dirichlet distributions
• A transient random walk on stochastic matrices with Dirichlet distributions
• Stability of perpetuities
• A Bayesian analysis of some nonparametric problems

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