We propose a novel constructive definition for a large class of random probability mea- sures termed 1/2-stable Poisson-Kingman models. Our result extends a characterization recently pro- posed in the literature and limited to a special case of this class.
Stick-breaking representations of 1/2-stable Poisson-Kingman models
FAVARO, STEFANO;NIPOTI, BERNARDO;
2013-01-01
Abstract
We propose a novel constructive definition for a large class of random probability mea- sures termed 1/2-stable Poisson-Kingman models. Our result extends a characterization recently pro- posed in the literature and limited to a special case of this class.
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