Corpus ID: 1166623

Functionals of Dirichlet processes, the Markov Krein Identity and Beta-Gamma processes

@article{James2003FunctionalsOD,
  title={Functionals of Dirichlet processes, the Markov Krein Identity and Beta-Gamma processes},
  author={Lancelot F. James},
  journal={arXiv: Probability},
  year={2003}
}
This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear functionals of Dirichlet processes. In particular, in conjunction with a gamma identity, we show easily that a generalized Cauchy-Stieltjes transform of a linear functional of a Dirichlet process is equivalent to the Laplace functional of a class of, what we… Expand

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