On a Gibbs characterization of normalized generalized Gamma processes

Details On a Gibbs characterization of normalized generalized Gamma processes On a Gibbs characterization of normalized generalized Gamma processes

2007-07-23

arxiv.org/abs/0707.3408v1

Statistics & Probability Letters, 78, (2008) 3123 - 3128

Mathematics

Probability

13 pages

Scientific paper

10.1016/j.spl.2008.05.027

We show that a Gibbs characterization of normalized generalized Gamma processes, recently obtained in Lijoi, Pr\"unster and Walker (2007), can alternatively be derived by exploiting a characterization of exponentially tilted Poisson-Kingman models stated in Pitman (2003). We also provide a completion of this result investigating the existence of normalized random measures inducing exchangeable Gibbs partitions of type $\alpha \in (-\infty, 0]$.

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