Dirichlet Random Walks

DOI10.1017/S0021900200011992zbMath1320.60108arXiv1310.6279OpenAlexW2029448271MaRDI QIDQ5176522

Gérard Letac, Mauro Piccioni

Publication date: 26 February 2015

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

Full work available at URL: https://arxiv.org/abs/1310.6279

zbMATH Keywords

Stieltjes transformDirichlet processrandom flighthyperuniformitydistributions in a sphereinfinite divisibility in the sense of Dirichlet

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Groups and semigroups of linear operators (47D03) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Limit theorems in probability theory (60F99)

Related Items (9)

Two-step Dirichlet random walks ⋮ Transport processes with random jump rate ⋮ Slow diffusion by Markov random flights ⋮ Asymptotic relation for the transition density of the three-dimensional Markov random flight on small time intervals ⋮ An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications ⋮ Probability law for the Euclidean distance between two planar random flights ⋮ Short hyperuniform random walks ⋮ Reflecting random flights ⋮ Stochastic models associated to a nonlocal porous medium equation

Cites Work

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• Moving randomly amid scattered obstacles
• Considerazioni generali sull’impostazione Bayesiana di problemi non parametrici. Le medie associative nel contesto del processo aleatorio di Dirichlet parte II
• A Pearson random walk with steps of uniform orientation and Dirichlet distributed lengths

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