A New Bound on the Cumulant Generating Function of Dirichlet Processes

Pierre Perrault, Denis Belomestny, Pierre Ménard +4

In this paper, we introduce a novel approach for bounding the cumulant generating function (CGF) of a Dirichlet process (DP) $X\sim \text{DP}(\alpha {\nu }_0)$, using superadditivity. In par…