We give a new integral characterization of the Dirichlet process on a general phase space. To do so, we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new characterization of the Dirichlet distribution and a marked version of a classical characterization of the Poisson–Dirichlet distribution via invariance and independence properties.
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I wish to thank Lorenzo Dello Schiavo for drawing my attention to the topic of the paper and the referee for making several helpful comments.
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Last, G. An Integral Characterization of the Dirichlet Process. J Theor Probab 33, 918–930 (2020). https://doi.org/10.1007/s10959-019-00923-y
- Dirichlet process
- Dirichlet distribution
- Beta distribution
- Poisson process
- Mecke equation
- Poisson–Dirichlet distribution
- Size-biased sampling
Mathematics Subject Classification (2010)