Distribution of random functional of a Dirichlet process on the unit disk

Tom J. Jiang

Statistics & Probability Letters, 1991, vol. 12, issue 3, 263-265

Abstract: Let U be a Dirichlet process with parameter [mu] on ([Theta], B), where [Theta] is [0, 2[pi]), B is the [sigma]-field of Borel subsets of [Theta] and [mu] is a uniform measure on ([Theta], B). It can be shown that [integral operator][Theta]ei[theta] dU([theta]) follows a uniform distribution on the unit disk.

Keywords: Dirichlet; process; c-characteristic; function; spherical; distribution (search for similar items in EconPapers)
Date: 1991
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