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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 283, Pages 21–36 (Mi znsl1520)  
This article is cited in 16 scientific papers (total in 18 papers)

Remarks on the Markov–Krein identity and quasi-invariance of the gamma process

A. M. Vershika, M. Yorb, N. V. Tsilevicha

a St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
b Université Pierre & Marie Curie, Paris VI
Full-text PDF (227 kB) Citations (18)
Abstract: We present a simple proof of the Markov–Krein identity for distributions of means of linear functionals of the Dirichlet process and its various generalizations. The key idea is to use the representation of the Dirichlet process as the normalized gamma process and fundamental properties of gamma processes.
Received: 15.11.2001
English version:
Journal of Mathematical Sciences (New York), 2004, Volume 121, Issue 3, Pages 2303–2310
DOI: https://doi.org/10.1023/B:JOTH.0000024611.30457.a8
Bibliographic databases:
UDC: 512
Language: Russian
Citation: A. M. Vershik, M. Yor, N. V. Tsilevich, “Remarks on the Markov–Krein identity and quasi-invariance of the gamma process”, Representation theory, dynamical systems, combinatorial and algoritmic methods. Part VI, Zap. Nauchn. Sem. POMI, 283, POMI, St. Petersburg, 2001, 21–36; J. Math. Sci. (N. Y.), 121:3 (2004), 2303–2310
Citation in format AMSBIB
\Bibitem{VerYorTsi01}
\by A.~M.~Vershik, M.~Yor, N.~V.~Tsilevich
\paper Remarks on the Markov--Krein identity and quasi-invariance of the gamma process
\inbook Representation theory, dynamical systems, combinatorial and algoritmic methods. Part~VI
\serial Zap. Nauchn. Sem. POMI
\yr 2001
\vol 283
\pages 21--36
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1520}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1879060}
\zmath{https://zbmath.org/?q=an:1069.60046}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2004
\vol 121
\issue 3
\pages 2303--2310
\crossref{https://doi.org/10.1023/B:JOTH.0000024611.30457.a8}
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    • This publication is cited in the following 18 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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