seminario

[Pietro Muliere <pietro.muliere@uni-bocconi.it>]

Istituto Metodi Quantitativi - Università L. Bocconi
Viale Isonzo, 25 - 20135 Milano
Tel. 02-58365629  - Fax 02-58365630



SEMINARIO


  On the Distribution of Random Dirichlet Means


Andrea Ongaro
Università degli Studi di Milano-Bicocca
Fac. Scienze Statistiche




giovedì, 22 marzo 2001 - ore 16.00
aula IMQ - stanza 137




_____________________________________________________________________________________________
Abstract:
In this talk some work in progress (joint with Nils Lid Hjort) is presented 
on  a new construction of the Dirichlet process, reached as a limit of 
random  probabilities of a simple and symmetric structure. This is used to 
obtain results  on and new insight into random Dirichlet means, including 
situations with several  such means simultaneously. Connections are made to 
a stochastic equation representation  and to certain Lévy processes, 
leading to characterisations in terms of convolutions. The former gives a 
general recursion recipe for moments of Dirichlet means, which leads to 
accurate density approximations. Moreover, it allows the derivation of new 
characterisations  when the parameter of the Dirichlet process is a stable 
or a symmetric distribution. Finally, the new construction is used to 
derive formulae for distributions and means  of the largest jumps of a 
Dirichlet process.







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