This paper provides tools for the study of the d-dimensional Dirichlet random walk. We compute explicitly, in a number of cases, the distribution using a form of Stieltjes transform. This allows us to simplify some existing results, due to Le Caer. We extend our results to the study of limit of the Dirichlet random walk when the number of added terms goes to infinity.
Dirichlet random walks / G., Letac; Piccioni, Mauro. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - STAMPA. - 51:4(2014), pp. 1081-1099.
Dirichlet random walks
PICCIONI, MAURO
2014
Abstract
This paper provides tools for the study of the d-dimensional Dirichlet random walk. We compute explicitly, in a number of cases, the distribution using a form of Stieltjes transform. This allows us to simplify some existing results, due to Le Caer. We extend our results to the study of limit of the Dirichlet random walk when the number of added terms goes to infinity.File allegati a questo prodotto
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