Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere.

Abstract

Jiang, Dickey, and Kuo [12] gave the multivariate c-characteristic function and showed that it has properties similar to those of the multivariate Fourier transformation. We first give the multivariate c-characteristic function of a random functional of a Ferguson-Dirichlet process over the unit sphere. We then find out its probability density function using properties of the multivariate c-characteristic function. This new result would generalize that given by [11].