Generalized Rank Dirichlet distributions

DOI10.1016/J.SPL.2023.109950arXiv2302.13707OpenAlexW4388295099MaRDI QIDQ6192366

David Itkin

Publication date: 12 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.13707

zbMATH Keywords

exponential distributionDirichlet distributionPoisson-Dirichlet distributionordered simplexranked weights

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Hybrid Atlas models
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• One-dimensional Brownian particle systems with rank-dependent drifts
• Atlas models of equity markets

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