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# Phase analysis of the 1-year WMAP data and its application for the CMB foreground separation

## 1 Introduction

The release of the first year results from the Wilkinson Microwave Anisotropy Probe (WMAP ) opens a new epoch of the full-sky CMB investigation, particularly for the analysis of different foreground components (Bennett et al., 2003a, b, c; Hinshaw et al., 2003a, b). The analyses from different groups, apart from the WMAP results, have raised two main issues: firstly, why is the power of the quadrupole component of the CMB signal considerably suppressed? (Tegmark, de Oliveira-Costa & Hamilton, 2003; de Oliveira-Costa, Tegmark, Zaldarriaga & Hamilton, 2003; Efstathiou, 2003) Secondly, is the CMB signal Gaussian? (Komatsu et al., 2003; Chiang, Naselsky, Verkhodanov & Way, 2003; Park, 2003; Eriksen et al., 2003) The key point to these questions may lie in the area of component separation, related with the removal of the foregrounds from the all frequency maps.

The WMAP group produced an Internal Linear Combination (ILC) map (Bennett et al., 2003c) using a weighted combination of the 5 bands outside the Galactic plane. Tegmark, de Oliveira-Costa & Hamilton (2003) (hereafter TOH) perform an independent foreground analysis from the WMAP data using weighting coefficients dependent not only on the angular scales ($`\mathrm{}`$) but also on the Galactic latitudes.

In this paper we propose an alternative method with the assumption that the phases of the CMB signal derived from foreground cleaning should correlate as little as possible with those of the foregrounds. According to the simplest inflation theory (see for review Komatsu et al. 2003), pure CMB signals constitute a Gaussian random field, which have random and uniformly distributed phases. Because of the pronounced non-Gaussianity of the foregrounds, it therefore becomes straightforward to regard the non-Gaussianity, if detected, from the WMAP Internal Linear Combination (ILC) map, the TOH maps or any other derived maps from the WMAP data as contaminations of the foregrounds at various levels. As such, we should have significant cross-correlations between the phases of the foregrounds and the CMB signal.

We perform the phase analysis of the signals for all the K–W bands of the WMAP in order to remove the Galaxy and extragalactic foregrounds. Below we will call our derived map the Phase–Cleaned Map (PCM), and our method the PCM method. Different from other methods for component separation, our method is based significantly on the properties of phases, using each map from the WMAP K–W bands as an image without any assumptions about the statistical nature of the CMB signal. Moreover, we use the whole sky for analyses and do not apply any Galaxy plane cut-off and masks, nor do we dissect the whole sky into disjoint regions. Our work is closely related with Chiang & Coles (2000); Chiang (2001); Naselsky, Novikov & Silk (2002); Chiang, Coles & Naselsky (2002) and Chiang, Naselsky, Verkhodanov & Way (2003), from which some of the aspects of the CMB phase analysis were developed. A new element is to implement the phases of the maps from multifrequency K–W bands for reconstruction of the PCM.

The layout of this paper is as follows. In Section 2 we describe the phases of the WMAP and illustrate the cross correlations between the foreground maps provided in the WMAP website and between the 5 frequency maps. We introduce the “non-blind” PCM method in Section 3 and in Section 4 we introduce the “blind” PCM method and elaborate the 4 steps for foreground cleaning. We use a set of simulated maps, which we call the wmap simulator as the numerical test on the “blind” PCM method. We produce the PCM using the “blind” method in Section 7 and compare the PCM map and the power spectrum with those of the WMAP ILC map and the TOH foreground-cleaned map and Wiener-filtered map. We perform the Gaussianity test on these maps in Section 8 and the Conclusion and Discussions are in Section 9.

## 2 The phases of the CMB and foregrounds

The statistical characterization of the temperature fluctuations of CMB plus foregrounds radiation and the instrumental noise on a sphere can be expressed as a sum over spherical harmonics:

$$\mathrm{\Delta }T(\theta ,\phi )=\underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}a_\mathrm{}mY_\mathrm{}m(\theta ,\phi ),$$
(1)
where $`a_\mathrm{}m`$ are the coefficients of the expansion. Homogeneous and isotropic CMB Gaussian random fields (GRFs), as a result of the simplest inflation paradigm, possess Fourier modes whose real and imaginary parts are Gaussian and mutually independent. The statistical properties are then completely specified by its angular power spectrum $`C_{\mathrm{}}^{cmb}`$,

$$a_\mathrm{}m^{cmb}(a^{cmb})_\mathrm{}^{^{}}m^{^{}}^{}=C_{\mathrm{}}^{cmb}\delta _{\mathrm{}\mathrm{}^{^{}}}\delta _{mm^{^{}}}.$$
(2)
In other words, from the Central Limit Theorem their phases

$$\mathrm{\Psi }_\mathrm{}m^{cmb}=\mathrm{tan}^1\frac{\mathrm{}(a_\mathrm{}m^{cmb})}{\mathrm{}(a_\mathrm{}m^{cmb})}$$
(3)
are randomly and uniformly distributed at the range $`[0,2\pi ]`$. We hereafter denote at superscript “cmb” as the pure CMB signal. For the combined signal from the CMB and foregrounds we can write down

$$a_\mathrm{}m=|a_\mathrm{}m|\mathrm{exp}(i\mathrm{\Psi }_\mathrm{}m),$$
(4)
where $`|a_\mathrm{}m|`$ is the modulus and $`\mathrm{\Psi }_\mathrm{}m`$ is the phase of each $`a_\mathrm{}m`$ harmonic.

The statistical properties of the foreground signals are different from those of GRFs. In the contemporary CMB experiments the measured signals have contaminations from our Galaxy as well as from other extragalactic sources at all frequency bands. For example, for the K–Ka bands of the WMAP the foreground emissivity is mainly determined by the combination of the synchrotron and free-free emissions. For higher frequency bands (Q, V and W bands) the contaminations include the free-free and dust components and some of the residues from the synchrotron radiation. Using different assumption on the properties of the foregrounds such as the frequency dependence for the amplitudes of the each kind of the foregrounds and detector noise, the predicted spectral index for the point–like sources, statistical independence of the components exclude the Galaxy contaminations or the so-called “blind” Bayesian approach, several methods have been proposed for the separation of the pure CMB signal from various foreground contaminations (Tegmark & Efstathiou, 1996; Bouchet & Gispert, 1999; Hobson et al., 1998; Stolyarov et al., 2002; Delabrouille, Patanchon & Audit, 2003; Tegmark, de Oliveira-Costa & Hamilton, 2003; Patanchon et al., 2003; Barreiro et al., 2003; Martinez-Gonzalez et al., 2003).

Our PCM method, complementary to the methods mentioned above, is based on a prevailing assumption: the phases of the “true” CMB signal should not correlate with those of the foregrounds. The advantage of this assumption is that it allows us without any special cut–offs of the Galactic plane to remove the foregrounds, in particular the Galaxy contaminations from the WMAP K–W maps. Below we use cross correlation of the phases between the WMAP bands to demonstrate pronounced cross correlations of the foreground phases for different bands, as shown in Fig 2. All the phases of the foreground components are derived from the WMAP foreground maps111http://lambda.gsfc.nasa.gov.

In Fig. 2 we show the phase difference between the same $`\mathrm{},m`$ modes but for different K–W foreground maps, e.g. $`\mathrm{\Psi }_\mathrm{}m^{\mathrm{Ka},f}\mathrm{\Psi }_\mathrm{}m^{\mathrm{K},f}`$ against $`\mathrm{\Psi }_\mathrm{}m^{\mathrm{Ka},f}`$. One can see that the phase differences for Ka–Q band and Q–V bands are minimal, unlike, for example, for Ka–W bands. For comparison, in Fig. 3 we plot the cross correlations of phases for the total phases between the bands. As one can see from Fig. 1 and Fig. 3, all the properties of the foregrounds phases correlations manifest themselves in the cross correlation diagrams of the phases.

In practice, we use the Healpix package (Górski, Hivon & Wandelt, 1999) to decompose each of the WMAP K–W maps for the coefficients of spherical harmonics $`𝐚^{(j)}`$, where $`𝐚a_\mathrm{}m`$ and hereafter the superscript index $`j=1,2,3,4,5`$ correspond to the K, Ka, Q, V, W bands, respectively, after which we use the Glesp pixelization scheme (Doroshkevich et al., 2003) for the rest of data processing in order to control the accuracy of the $`𝐚^{(j)}`$ harmonics. We obtain the phases $`𝚿^{(j)}\mathrm{\Psi }_\mathrm{}m^{(j)}`$ from all $`𝐚^{(j)}`$ (see Eq. (2)-(4)). Each set of the $`𝐚^{(j)}`$ coefficients has the combination of different kinds of the foregrounds $`𝐚_k^{(j),f}`$ (convolved with the beam), the CMB signal $`𝐚^{cmb}`$ (also convolved with the beam), and the instrumental noise $`𝐧^{(j)}`$:

$$𝐚^{(j)}=\underset{k}{}𝐚_k^{(j),f}+𝐚^{cmb}+𝐧^{(j)}𝐆^{(j)}+𝐚^{cmb},$$
(5)
where $`_k𝐚_k^{(j),f}+𝐧^{(j)}𝐆^{(j)}`$ is the common signal excluding the CMB at the $`j`$-th band. Unlike the linearity in Eq.(5), the phases of the $`j`$-th band are related to the phases of each kind of the foregrounds, the CMB and the instrumental noise in a non-linear manner:

$$𝚿^{(j)}=\mathrm{tan}^1\frac{|𝐆^{(j)}|\mathrm{sin}𝚵^{(j)}+|𝐚^{cmb}|\mathrm{sin}\xi }{|𝐆^{(j)}|\mathrm{cos}𝚵^{(j)}+|𝐚^{cmb}|\mathrm{cos}\xi },$$
(6)
where $`\xi `$ denotes the phases of the CMB signal and

$`|𝐆^{(j)}|^2`$ $`={\displaystyle \underset{k,q}{}}\left[|𝐚_k^{(j),f}||𝐚_q^{(j),f}|\mathrm{cos}(𝚿_k^{(j),f}𝚿_q^{(j),f})\right]+`$ (7)
$`|𝐧^{(j)}|^2+2{\displaystyle \underset{k}{}}|𝐚_k^{(j),f}||𝐧^{(j)}|\mathrm{cos}(𝚿_k^{(j),f}𝚽^{(j)}),`$
where $`𝚿_q^{(j),f}`$ denotes the phases of the $`q`$-th foreground component at the $`j`$-th band and $`𝚽^{(j)}`$ the phases of the noise. The phases of the common signal excluding the CMB for the $`j`$-th band can be written as

$$𝚵^{(j)}=\mathrm{tan}^1\frac{_k|𝐚_k^{(j),f}|\mathrm{sin}𝚿_k^{(j),f}+|𝐧^{(j)}|\mathrm{sin}𝚽^{(j)}}{_k|𝐚_k^{(j),f}|\mathrm{cos}𝚿_k^{(j),f}+|𝐧^{(j)}|\mathrm{cos}𝚽^{(j)}}.$$
(8)
As one can see from Eq.(7) and (8), the first term on the right hand side of Eq.(7) corresponds to the interference at the same multipoles $`\mathrm{},m`$ between different foreground components, whereas the second and the third correspond to between the noise–noise and between the foreground component–noise interferences at the same frequency band, respectively. We would like to point out that these interferences can be described in terms of the auto– and cross–correlations at the same channel. However, because there is only one single realization for each frequency band these correlations are not well–established. It would be difficult to say, for example, that the instrumental noise does not correlate with the foregrounds tails by using only the 5 channels and the corresponding 5 values for each $`\mathrm{},m`$ harmonic.

In our phase analysis, therefore, we use some preliminary information about the possible values of the foreground and noise amplitudes at different multipole range. That is, we discuss the properties of the signals only at the range $`\mathrm{}50`$, so that we can avoid the beam shape and noise properties for all the K–W bands. This multipole range is also the available range for the preliminary foreground maps on the WMAP website. Moreover, we can assume that the contribution from the instrumental noise at this range is relatively small in comparison with the synchrotron, free-free and dust emissions (except for the K band). Generally speaking, we are investigating the properties of the CMB signal at the WMAP K–W bands at the multipole range comparable with the COBE range but slightly higher. At this range the contamination of the foregrounds is the major part of the signal, including the Galactic plane.

## 3 The “Non-blind” Phase–Cleaned Map (PCM)

Note that we can neglect the instrumental noise and the beam shape properties when we consider multipole range $`\mathrm{}50`$. It is obvious that if the foreground signals are known, the pre-CMB signal can be obtained from a simple subtraction of each band map by the corresponding foreground map. We call such derived map the pre-CMB signal because we assume that the foreground signals do not have the required accuracy. As a result some residues from the foregrounds propagate to the CMB signal. In reality, all properties of the foregrounds and the pre-CMB signal come from the same combination of the K–W maps and an uncertainties of the foreground and the CMB signal estimation depend on each other. From a practical point of view, therefore, any “blind” methods would be applicable in order to find the correct phases of the CMB signal without any additional assumption about the statistical properties of the foregrounds (Tegmark & Efstathiou, 1996; Tegmark, de Oliveira-Costa & Hamilton, 2003, for example). To make the first step for finding a “blind” method for the CMB reconstruction from the phases, we consider first a “non-blind” method and will suggest a simple phase filter, the modification of which allows us to reconstruct the pre-CMB phases by a combination of the $`a_\mathrm{}m`$ coefficients of the initial CMB + foregrounds maps. This method generalizes the method from Tegmark & Efstathiou (1996), and the TOH approach, but in our case we require the minimal variance in the phases rather than in the derived map.

We use all pairs of the WMAP maps for the reconstruction of the pre-CMB maps. Below we use the pair of maps $`j=1,2`$ (corresponding to the maps of the WMAP K and Ka bands) as an example to derive the weighting coefficients, it can nevertheless be applied to pairs such as $`j=2,3`$ (Ka,Q), $`2,4`$ (Ka,V) and $`3,4`$ (Q,V). We expect to obtain the derived map $`M`$ from the pairs of the WMAP bands $`M^{(1)}`$ and $`M^{(2)}`$ maps, whose spherical harmonic coefficients are $`a_\mathrm{}m^{(1)}`$ and $`a_\mathrm{}m^{(2)}`$, respectively. We have

$$a_\mathrm{}m^M=\underset{j=1}{\overset{2}{}}(1)^{j+1}w_\mathrm{}m^{(j)}a_\mathrm{}m^{(j)}\underset{j=1}{\overset{2}{}}(1)^{j+1}𝐰^{(j)}𝐚^{(j)},$$
(9)
with the normalization of the filter

$$\underset{j=1,2}{}(1)^{j+1}w_\mathrm{}m^{(j)}=𝐈.$$
(10)
Let us denote $`𝐰^{(j)}=|𝐰^{(j)}|\mathrm{exp}(i𝛀^{(j)})`$ where $`|𝐰^{(j)}|`$ and $`𝛀^{(j)}`$ are the moduli and the phases of the weighting coefficients for the $`j`$-th band, respectively. Because of the normalization $`_j(1)^{j+1}𝐰^{(j)}=𝐈`$ the moduli and phases of the filter $`𝐰^{(j)}`$ are not independent

$`|𝐰^{(1)}|`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}𝛀^{(2)}}{\mathrm{sin}(𝛀^{(2)}𝛀^{(1)})}},`$
$`|𝐰^{(2)}|`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}𝛀^{(1)}}{\mathrm{sin}(𝛀^{(2)}𝛀^{(1)})}},`$ (11)
and the resultant phases of the derived map $`M`$ are

$`𝚿^M=\mathrm{tan}^1`$ (12)
$`\left({\displaystyle \frac{_j(1)^{j+1}|𝐰^{(j)}||𝐆^{(j)}|\mathrm{sin}(𝚿^{(j)}𝛀^{(j)})+|𝐚^{cmb}|\mathrm{sin}\xi }{_j(1)^{j+1}|𝐰^{(j)}||𝐆^{(j)}|\mathrm{cos}(𝚿^{(j)}𝛀^{(j)})+|𝐚^{cmb}|\mathrm{cos}\xi }}\right),`$
where $`𝐆^{(j)}`$ is the common signals excluding the CMB at the $`j`$-th band and $`𝚿^{(j)}`$ is the phases of the $`j`$-th band. Thus, if we prescribe that the reconstructed phase $`𝚿^M`$ from the weighting coefficients is that of the pre-CMB signal (i.e. $`𝚿^M=\xi `$), we reach an exact solution for the moduli and phases for the weighting coefficients

$`|𝐰^{(1)}|`$ $`=`$ $`{\displaystyle \frac{|𝐆^{(2)}|}{|𝐆^{(1)}𝐆^{(2)}|}},`$
$`|𝐰^{(2)}|`$ $`=`$ $`{\displaystyle \frac{|𝐆^{(1)}|}{|𝐆^{(1)}𝐆^{(2)}|}},`$
$`\mathrm{sin}𝛀^{(1)}`$ $`=`$ $`|𝐰^{(2)}|\mathrm{sin}\mathrm{\Delta },`$
$`\mathrm{sin}𝛀^{(2)}`$ $`=`$ $`|𝐰^{(1)}|\mathrm{sin}\mathrm{\Delta },`$ (13)
where $`\mathrm{\Delta }=𝛀^{(2)}𝛀^{(1)}=𝚿^{(2)}𝚿^{(1)}`$.

Using the provided foreground maps from the WMAP database and their 5 maps for the whole signal we are able to reconstruct the pre-CMB signal using the filter Eq.(13). In Fig.3 we plot the reconstructed images of the pre-CMB signal which contain some residues. For drawing all maps we use $`\mathrm{}50`$ only. The top panel is a simple subtraction of the V band map by the foreground map in the V band. The middle map was obtained using the filter Eq.(13) and the pair of the WMAP Q and V maps and the their foreground maps for determination $`𝐆^{(j)}`$ and $`\mathrm{\Delta }`$ in the filter Eq.(13). The bottom panel is the difference between the first two panels.

As one can see from Fig. 3 the derived pre-CMB maps look very similar, while the contaminations from the bright point-like source and diffuse residues exist notably along and perpendicular to the Galactic plane, respectively. In order to compare our derived PCM and the WMAP maps we plot the power spectrum of the 3 maps in Fig.3, using a simple pseudo-$`C_{\mathrm{}}`$ estimator (Hivon et al., 2002),

$$C_{\mathrm{}}=\frac{1}{2\mathrm{}+1}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}|a_\mathrm{}m|^2.$$
(14)
Note that our PCM has smaller power for the whole range of the multipoles in comparison with that derived from the V band map. The flatness of the power spectrum at $`\mathrm{}>20`$ clearly demonstrates the contamination of the bright point-like source residues mainly concentrated along the Galactic plane.

## 4 The “Blind” reconstruction of the CMB

In this section we describe the “blind” PCM method for separation of the CMB signal from the foregrounds using the K–W band signals at the harmonic range $`\mathrm{}50`$, avoiding again the beam convolution and the instrumental noise in Eq.(5)-(8). The main assumption is that in the different frequency bands the phases of the foregrounds do not correlate with those of the true CMB signal. The result of separation improves if there are strong correlations between the phases of the maps between the compared frequency bands (see Fig. 2).

The basic idea of the “blind” PCM method is to generalize the minimization scheme by TOH and Tegmark & Efstathiou (1996), including the minimization of the cross-correlations between derived CMB signal and foregrounds phases. This “blind” method consists the following four steps and does not need any galactic cut-offs and dissection of the whole sky into disjoint regions.

a. We firstly group the following combinations of the WMAP maps: Ka–Q, Ka–V and Q–V. They are grouped due to highly correlated phases between the bands shown in Fig. 2. We did not include the pair of the W and K bands in the separation procedure because of the reasons mentioned in Appendix B.

b. For each pair of the maps (Ka–Q, Ka–V and Q–V) we want to reach the pre-CMB map $`a_\mathrm{}m^Mc_\mathrm{}m`$ derived from the pair of the bands. For Ka and Q ($`j=2,3`$), for example, we set $`M^{(2)}a_\mathrm{}m^{(2)}`$ and $`M^{(3)}a_\mathrm{}m^{(3)}`$ and use optimization coefficients $`𝚪^{(j)}\mathrm{\Gamma }_{\mathrm{}}^{(j)}`$, similar to the TOH and Tegmark & Efstathiou (1996):

$$c_\mathrm{}m=\underset{j=2}{\overset{3}{}}\mathrm{\Gamma }_{\mathrm{}}^{(j)}a_\mathrm{}m^{(j)}\underset{j=2}{\overset{3}{}}𝚪^{(j)}𝐚^{(j)}$$
(15)
The $`𝚪^{(j)}`$ coefficients are subject to the following constraints

$`{\displaystyle \frac{\delta _m|c_\mathrm{}m|^2}{\delta 𝚪^{(j)}}}`$ $`=`$ $`0,`$
$`{\displaystyle \underset{j}{}}𝚪^{(j)}`$ $`=`$ $`𝐈,`$ (16)
where $`\delta /\delta 𝚪^{(j)}`$ are functional derivatives. The $`𝚪^{(j)}`$ then have the following forms

$`𝚪^{(2)}`$ $`={\displaystyle \frac{_m\left\{|𝐚^{(3)}|\left[|𝐚^{(3)}||𝐚^{(2)}|\mathrm{cos}(𝚿^{(3)}𝚿^{(2)})\right]\right\}}{_m|𝐚^{(2)}𝐚^{(3)}|^2}},`$
$`𝚪^{(3)}`$ $`={\displaystyle \frac{_m\left\{|𝐚^{(2)}|\left[|𝐚^{(2)}||𝐚^{(3)}|\mathrm{cos}(𝚿^{(3)}𝚿^{(2)})\right]\right\}}{_m|𝐚^{(2)}𝐚^{(3)}|^2}}`$ (17)
where $`𝚿^{(j)}`$ are the phases of the total signal at $`M^{(j)}`$ map.222We want to emphasize that one may think it could be possible to omit the summation other $`m`$ in Eq.(16) and Eq.(17) in order to optimize the phases at each $`\mathrm{},m`$ mode. Then $`𝚪^{(j)}`$ depend on $`m`$ too. The reasons why we use the filter with the form Eq.(17) are given in Appendix A. After the pre-CMB separation, we obtain the pre-CMB signal $`c_\mathrm{}m`$ and the pre-foreground at each bands.

c. The next step is to find the filter $`𝐠^{(j)}`$ to improve the foreground separation using the phase variance minimization. We will use the filter $`𝐠^{(j)}`$ in Eq.(19), which minimizes the phase difference between reconstructed and the CMB phases. We assume that $`𝐠^{(j)}`$ does not possess any imaginary part and depends only on $`\mathrm{}`$ but not on $`m`$. The theoretical basis of our choice of the form of the filter is for minimization of the weighting phase variance

$$\text{}=\frac{1}{2\pi (2\mathrm{}+1)}\underset{m}{}\frac{|a_\mathrm{}m^{cmb}|^2}{C_{\mathrm{}}}(𝚿\xi )^2\mathrm{min}$$
(18)
This condition is equivalent to minimization of the error $`\epsilon =(2\mathrm{}+1)^1_m|a_\mathrm{}m^Ma_\mathrm{}m^{cmb}|^2`$ between reconstructed ($`a_\mathrm{}m^M`$) and the true ($`a_\mathrm{}m^{cmb}`$) CMB signals333See Appendix B for details. Using foregrounds estimator $`𝐆^i=𝐚^i𝐚^M`$ from the step b, we obtain the following filter $`𝐠^{(j)}`$ instead of the filter (13).

$`𝐠^{(2)}`$ $`={\displaystyle \frac{_m|𝐆^{(3)}|\left[|𝐆^{(3)}||𝐆^{(2)}|\mathrm{cos}(𝚿^{(3),f}𝚿^{(2),f})\right]}{_m|𝐆^{(2)}𝐆^{(3)}|^2}}`$
$`𝐠^{(3)}`$ $`={\displaystyle \frac{_m|𝐆^{(2)}|\left[|𝐆^{(2)}||𝐆^{(3)}|\mathrm{cos}(𝚿^{(3),f}𝚿^{(2),f})\right]}{_m|𝐆^{(2)}𝐆^{(3)}|^2}}`$ (19)
where $`𝚿^{(j),f}`$ are the phases of the foregrounds at the $`j`$-th band. This filter provides a new estimation of the foregrounds and the pre-CMB signals which we shall use for the next step of the subsequent iterations by the filter Eq.(19). So, at each iteration we insert the foreground moduli and phases obtained from the previous iteration to the same form of the filter Eq.(19). In general, 3 such iterations are enough to produce a convergent map.

d. We use a MIN-MAX filter to further clean up the residues. After the step $`𝐜.`$ we have three cleaned-up maps from the WMAP map pairs: Q–V, Ka–V and Ka–Q bands. These 3 maps correspond to the minima of the phase difference (see Fig.2). They nevertheless still contain some of the foreground residues, notably along the Galactic plane. In order to detect and minimize such a residues we used a MIN-MAX filter on the same pixel among the 3 cleaned-up maps. The definition of the MIN-MAX filter is the following. Using maps with the same pixelization scheme, we can designate all the pixels in the same way and compare simultaneously at the same pixel $`p`$ these 3 cleaned-up maps $`\mathrm{\Delta }T_p^{(i)}`$ by pairing them up, where the index corresponds to the 3 cleaned-up maps. The MIN filter $`L_{\mathrm{min}}`$ allows us to find the signal which has a minimal (absolute) amplitude at the pixel $`p`$, i.e. $`L_{\mathrm{min}}(\{\mathrm{\Delta }T_p^{(i)}\})\mathrm{\Delta }T_p^{\mathrm{min}}`$, where $`|\mathrm{\Delta }T_p^{\mathrm{min}}|=\mathrm{min}\{|\mathrm{\Delta }T_p^{(i)}|\}`$.

In other words, we take the smallest absolute amplitude at the pixel $`p`$ from the cleaned-up maps and attach its sign for that pixel (or even more concisely, the value which is the closest to zero) .

The reason for such a filter is clear. The signal at each pixel is a combination of the underlying CMB signal and a small residue from the foreground cleaning. If the derived CMB signal correlates little with the foregrounds, it is natural to expect that all deviations of the $`\mathrm{\Delta }T_p^{(i)}`$ at $`p`$ of the different maps are caused by the residues but not by the CMB. In addition to the $`L_{\mathrm{min}}`$ filter we can define a MAX filter, $`L_{\mathrm{max}}(\{\mathrm{\Delta }T_p^{(i)}\})\mathrm{\Delta }T_p^{\mathrm{max}}`$ which is the farthest value from zero between the maps at pixel $`p`$. This MAX filter reproduces the most possible contribution from the foreground residues at each pixel. Thus, we find our final PCM, the true CMB map according to the criterion that $`\mathrm{\Delta }T_p^{\mathrm{max}}\mathrm{\Delta }T_p^{\mathrm{min}}`$ map has the mininum power. We apply our MIN-MAX filter on Q–V, Ka–V and Ka–Q cleaned-up maps and obtain the PCM signal from Q–V, Ka–V maps combination.

At the end of this Section we note the following comment. In Appendix C we show analytically that if the phase $`\xi `$ of some $`a_\mathrm{}m`$ of the CMB signal is close to $`\pi /2`$ or $`3\pi /2`$ the error of the phase reconstruction is very high. Practically these phases can not be reconstructed. We call this problem the “$`\pi /2`$” problem. Our numerical tests (see section 5) confirm this conclusion.

## 5 The numerical test

To numerically test the “blind” PCM method we use a wmap simulator to mimic all the properties of the WMAP foregrounds at K-W bands. We again exclude the instrumental noise and the beam shape properties, which are insignificant for the multipole range $`\mathrm{}50`$. We take the best-fit WMAP $`\mathrm{\Lambda }`$CDM power spectrum to produce a simulated CMB sky with random phases. Such CMB sky is truly a Gaussian random realization. The morphology of this simulated CMB map is obviously different from that of the WMAP ILC and the TOH maps (since it has a different set of random phases). For our wmap simulator we adopt all the foreground maps for each frequency band from the WMAP website. We also confirm that the simulated CMB signal does not have any cross-correlation with the foregrounds and it has well-defined statistical properties (the power spectrum and random phases).

In Fig.4 we show the result of the CMB reconstruction after 10 iterations from the “blind” PCM method. As we mention above the third and all subsequent iterations practically produce a convergent cleaned-up map. We take two pairs of simulated channels, Q–V and Ka–V, to reconstruct the signal. The result of reconstruction for both pairs was practically the same, and the MIN-MAX filter is used to produce the resultant reconstructed map shown in Fig.4. In Fig.5 we plot the power spectra for the simulated and the reconstructed CMB (PCM) signals as a function of $`\mathrm{}`$. Both curves almost overlap except for $`\mathrm{}=2`$, 5 and 7.

In Fig.5 we plot the cross-correlation of the phases between the simulated CMB signal and the reconstructed CMB (PCM). As one can see from Fig. 5 for reconstructed CMB signal the quadrupole component has smaller power than the simulated CMB. The reason for that is that the peculiar phases of the quadrupole component $`Q_{20}`$, $`Q_{21}`$ and $`Q_{22}`$. Accidentally, in our simulated realization of the CMB (see Fig.4) the phases of the component $`Q_{20}`$ and $`Q_{21}`$ are zero whereas for the $`Q_{22}`$ component the corresponding phase is close to $`3\pi /2`$ with only 10% deviation. That is why the reconstructed phase of $`Q_{22}`$ component has $`\xi _{22}=6.227`$ radians.

In Fig.5 we plot the cross correlation of the phases between the reconstructed CMB signal (PCM) and the simulator foregrounds at all 5 simulated bands. The scattering of points in all 5 panels indicates that the phases of the PCM display no serious correlations with those of the foregrounds. The wmap simulator therefore confirms the usefulness of our “blind” PCM method for the CMB extraction without any assumptions about the statistical properties of the foregrounds.

## 6 The PCM derived from the 1-year WMAP data

For the reconstruction of the CMB signal at $`\mathrm{}50`$ from the K–W bands of the WMAP data we use the three pairs of the maps: Ka–Q, Q–V and Ka–V. We repeat the steps $`𝐛`$ and $`𝐜`$ of the “blind” PCM method : each of them has been convolved by the weighting coefficients, Eq.(17) and then by the coefficients Eq.(19) using only 2 iterations. All the next iterations do not change significantly the $`a_\mathrm{}m`$ coefficients (the corresponding error being less than $`10^3\%`$). The results are present in Fig.6, in which all the 3 cleaned-up maps have pronounced similarity in morphology, albeit with some residues from the galactic foregrounds.

In Fig.6 we show the result after the step $`𝐝`$, the MIN-MAX filtering. The top panel is our CMB signal (the PCM), the middle is the WMAP ILC map for comparison and the bottom is the difference of the two.

In Fig.6 we plot the CMB angular power spectra from different methods: the thick solid line is the PCM, the dashed line the WMAP ILC map, the dash-dot line the TOH foreground-cleaned map, and the thin solid line the TOH Wiener-filtered map. The PCM power spectrum is smaller then ILC power spectrum at the whole multipole range $`\mathrm{}50`$ and it reproduces a similar power spectrum as the TOH Winer-filtered map.

In Fig.6 we show the cross correlation of the phases between the PCM and the foreground maps of the WMAP bands. Again the scattering of the points shows that the phases of the PCM practically have no correlations with those of the foregrounds.

Although the phases of the PCM have strong correlations with those of the ILC map, the TOH foreground-cleaned map and the Wiener-filtered map, as shown in Fig.6, there are undoubtedly deviations in phases between them, which is an indication of different morphology.

The CMB map from the “blind” PCM method allows us to reconstruct the foregrounds for each WMAP band. In Fig.6 we show at the top the foreground map at the V band, a simple subtraction of the PCM from the WMAP V-band map. In the middle panel we show the WMAP foreground map at the same band and the difference of these two panels is shown at the bottom. As one can see from this Figure, an additional power of the foregrounds from the PCM subtraction than the WMAP foreground map is clearly shown in the third panel, in particular we can see strong contribution of the of the point-like sources residues along the Galactic plane which are detected and removed as foregrounds from the PCM subtraction.

## 7 Non-Gaussianity testing on the PCM

In this section we use the phase mapping technique as a non-Gaussian test to compare the non-Gaussianity between the PCM, the WMAP ILC map and the TOH Wiener-filtered map. This method has been successful in detecting non-Gaussianity in the derived TOH maps from the WMAP data (Chiang, Naselsky, Verkhodanov & Way, 2003).

The null hypothesis of the phase mapping technique is based on the so-called random-phase hypothesis, which is served as a practical definition of homogeneous and isotropic Gaussian random fields (Bardeen et al., 1986). Therefore, any non-random phases from harmonic analyses is interpreted as manifestation of non-Gaussianity. Due to the circular character of phases, we use the return mapping of phases with certain separations $`(\mathrm{\Delta }m,\mathrm{\Delta }\mathrm{})`$ to render phases on return maps. Testing random phases is thus equivalent to testing randomness of each return map. There are many ways of quantifying such ensemble of return maps. We choose the simplest $`\overline{\chi ^2}`$ statistic as in Chiang, Naselsky & Coles (2002): we first use a Gaussian window function to smooth each return map and use a simple $`\overline{\chi ^2}=(1/M)_{i,j}[p(i,j)\overline{p}]^2/\overline{p}`$ to yield the statistics, where $`\overline{p}`$ is the mean value and $`M`$ is the number of pixels. The null hypothesis will have mean $`\overline{\chi ^2}_\mathrm{P}=1/4\pi R^2`$ and dispersion $`\mathrm{\Sigma }_\mathrm{P}^2=1/\pi ^3R^2(M/2)`$.

We perform the mean $`\chi ^2`$ statistics derived from phase mapping technique for the PCM, the ILC map and the TOH Wiener-filtered map. We take the phases from $`\mathrm{}=2`$ to maximum $`\mathrm{}=40`$ and render 256 points on each return map. The smoothing scale of the Gaussian window function is $`R=1`$. The ensemble of return maps consists of separation $`\mathrm{\Delta }m`$ from $`9`$ to 20 and $`\mathrm{\Delta }\mathrm{}`$ from 1 to 15. From the distribution function of such ensemble, we use the mean $`\overline{\chi ^2}`$ and the dispersion $`\mathrm{\Sigma }`$ of the distribution function as two independent variables for displaying the statistics. We simulate 2000 realizations of Gaussian random fields to yields reliability. In Fig. 7 the dashed and dotted contours indicate 68%, 95% confidence level for detection, respectively. The non-Gaussianity through phase mapping test shows that the PCM and the Wiener-filtered map have close non-Gaussianity, whereas the WMAP ILC map shows less non-Gaussian. Note that, however, both the ILC map and Wiener-filtered map are produced by dissecting the whole-sky CMB maps into 12 and 9 disjoint regions for cleaning, which systematically change the phase configuration for the whole sky.

## 8 Discussions and conclusions

In this paper we have proposed a new method for the separation of the CMB signal from the Galactic and other foregrounds based on the phase cleaning of the WMAP K–W bands at the multipole range $`\mathrm{}50`$. This method is based on a simple but prevailing assumption that the phases of the CMB signal should not correlate with those of the foregrounds. We first propose a “non-blind” PCM method using the foreground maps available at the WMAP website as preliminary foregrounds. We then introduce a “blind” PCM method with 4-step foreground cleaning. We firstly group into pairs from the maps which have strong cross correlations in phase. We then in step $`𝐛`$ use a simple TOH minimization of the variance of the combination between different pairs of K–W maps. In the step $`𝐜`$ we propose a phase-cleaning filter for each derived map from the constraint of minimal variance of phase difference. Finally, we propose a MIN-MAX filter in order to obtain the PCM map. Our CMB signal (the PCM) has the power spectrum in an excellent agreement with the best fit WMAP cosmological model, but the phases are slightly different from those of the WMAP ILC map. We also confirm that, after phase cleaning, the PCM has essentially no correlation in phases with their cross-correlation with the foregrounds. We would like to point out that the PCM method can be used with different component separation methods such as the Maximum Entropy Method (MEM) or another methods, which can be used an initial step before the phase cleaning. Such generalization on the PCM method is in progress.

Using the PCM method we have found corresponding corrections of the foreground maps for each K–W band, which is useful for the data analysis for the upcoming Planck mission. The power spectra of the common foreground maps from our PCM subtraction are slightly different from the WMAP foreground maps. Moreover, the PCM does not show any serious contamination from the point-like source residues mainly thanks to the MIN-MAX filter.

The PCM CMB signal, as it follows from comparison between our CMB and WMAP maps has a power smaller then ILC map.

We also confirm that the PCM displays a low level of power at the quadrupole component, which also manifest itself in the WMAP ILC map and the TOH map (Tegmark, de Oliveira-Costa & Hamilton, 2003; de Oliveira-Costa, Tegmark, Zaldarriaga & Hamilton, 2003). However, the low level in $`C_{\mathrm{}}`$ is typical at the multipole range $`2\mathrm{}10`$. In order to compare the power spectrum of the PCM with that of the WMAP best fit model and the TOH Wiener-filtered map, in Fig.8 we plot these power spectra with the error bars caused by the cosmic variance.

As one can see from Fig.8 all deviations between the PCM and the TOH Wiener-filtered map are within the 68% CL. Some of the multipole range, however, seems to be quite peculiar. Namely, at $`20\mathrm{}24`$ the power of both the PCM and the TOH Wiener-filtered map has some suppression. Does it indicate that we have a peculiar realization of a Gaussian random CMB field? Or we still have the contaminations of the foregrounds which mimic as extra CMB power? All these issues can only be discussed when more data are available, particularly the future polarization observational data.

In this paper we concentrate only on the low multipole range of the CMB $`\mathrm{}50`$, at which the beam shape and the instrumental noise are not crucial. The development of the PCM method and the results at the multipole range $`\mathrm{}>50`$ is in preparation.

This paper was supported by Danmarks Grundforskningsfond through its support for the establishment of the Theoretical Astrophysics Center. We thank M. Tegmark et al. for providing their processed maps. We thank G. Efstathiou, A. Lasenby, A. Doroshkevich, M. Demianski and P. R. Christensen for useful discussions. We acknowledge the use of Healpix 444http://www.eso.org/science/healpix/ package (Górski, Hivon & Wandelt, 1999) to produce $`a_\mathrm{}m`$ from the WMAP data and the use of the Glesp package (Doroshkevich et al., 2003) for data analyses and the whole-sky figures.

## Appendix A A : The concept of the “blind” PCM method

From Eq.(9) and (13), one might think that it is possible to generalize the “non-blind” phase reconstruction method to the “blind” variant simply using the $`a_\mathrm{}m`$ coefficients in Eq.(13) as an estimator for the reconstructed phases of the pre-CMB signal. Such generalization, however, would be incorrect because of the following reason. Below we consider only for the multipole range $`\mathrm{}50`$ to avoid the instrumental noise and beam shape properties. According to Eq.(5) the moduli of the $`a_\mathrm{}m`$ coefficients are related with the moduli of the foregrounds and CMB for each WMAP band as (with the phases $`𝚵^{(j)}`$ in Eq.(5) being replaced by $`𝚿^{(j),f}`$, the resultant foreground phases)

$$|𝐚^{(j)}|^2=|𝐆^{(j)}|^2+2|𝐆^{(j)}||𝐚^{cmb}|\mathrm{cos}(𝚿^{(j),f}\xi )+|𝐚^{cmb}|^2$$
(A1)
where $`|𝐚^{cmb}||𝐆^{(j)}|`$. Using Taylor series one can obtain $`|𝐚^{(j)}||𝐆^{(j)}|+|𝐚^{cmb}|\mathrm{cos}(𝚿^{(j),f}\xi )`$. Then, from Eq.(12) we get

$`{\displaystyle \underset{j}{}}(1)^{j+1}𝐰^{(j)}|𝐚^{(j)}|`$ $``$ $`{\displaystyle \frac{|𝐚^{cmb}|}{|𝐚^{(1)}𝐚^{(2)}|}}\left[|𝐆^{(1)}|\mathrm{cos}(𝚿^{(1),f}\xi )|𝐆^{(2)}|\mathrm{cos}(𝚿^{(2),f}\xi )\right]`$ (A2)
$`=`$ $`{\displaystyle \frac{|𝐚^{cmb}|}{|𝐚^{(1)}𝐚^{(2)}|}}\mathrm{cos}(𝚿^{(1),f}\xi )\left[|𝐆^{(1)}||𝐆^{(2)}|\mathrm{cos}\mathrm{\Delta }+|𝐆^{(2)}|\mathrm{sin}\mathrm{\Delta }\mathrm{tan}(𝚿^{(1),f}\xi )\right]`$
The comparison of Eq.(A2) and Eq.(12) allow us to conclude that the deviation of the reconstructed phases from the CMB phases should be very high even for the small values of $`\mathrm{\Delta }`$-parameter. This means that the reconstructed phases of the CMB signal would be close to the foreground phases and the corresponding power spectrum should have very significant errors. It is important to note that such a conclusion means that in order to extract the correct phases and amplitudes of the CMB signal from the data using a “blind” method of separation, it is necessary to decrease the contamination in Eq.(A1) of the linear term ($`|𝐚^{cmb}|\mathrm{cos}(𝚿^{(j),f}\xi )`$). The only way to do this is to take into account that $`_m|𝐚^{cmb}|\mathrm{cos}(𝚿^{(j),f}\xi )0`$ for high $`\mathrm{},m`$. In such a case $`_j(1)^{j+1}𝐰^{(j)}|𝐚^{(j)}|𝒪(|𝐚^{cmb}|^2)`$ and corresponding error of the CMB phase reconstruction should be of the order $`|𝐚^{cmb}|/\mathrm{min}\{|𝐆^{(j)}|\}`$. Moreover, averaging over the $`m`$ values means that the corresponding weighting coefficients $`𝐰^{(j)}`$ is a function of $`\mathrm{}`$ only, but not of $`m`$, which is ideologically close to Tegmark & Efstathiou (1996) and the TOH method, where $`𝐰^{(j)}=w^{(j)}(\mathrm{})`$. We would like to point out, however, that for such an optimization, as indicated in Eq.(12), the reconstructed CMB phases will have the cross correlations with the foregrounds phases at different levels for different modes.

## Appendix B B : Minimization of the phase difference

Assuming that the reconstructed phase $`𝚿^M`$ should be close to the CMB phase $`\xi `$, from Eq.(12), we obtain

$$𝚿^M=\xi +\mathrm{arcsin}\frac{_j𝐠^{(j)}|𝐆^{(j)}|\mathrm{sin}(𝚿^{(j),f}\xi )\mathrm{cos}𝚿^M}{_j𝐠^{(j)}|𝐆^{(j)}|\mathrm{cos}𝚿^{(j),f}+|𝐚^{cmb}|\mathrm{cos}\xi }.$$
(B1)
As mentioned above, a new element of the “blind” reconstruction of the CMB signal is the correlation between the derived phases $`𝚿^M`$ and the foreground phases $`𝚿_1^{(j),f},𝚿_2^{(j),f}`$ for all linear combinations of the maps. Moreover, if

$$|𝐚^{cmb}|\mathrm{cos}\xi \underset{j}{}𝐠^{(j)}|𝐆^{(j)}|\mathrm{cos}𝚿^{(j),f},$$
(B2)
then $`𝚿^M\xi `$ while for some of the $`\mathrm{},m`$ modes which corresponds to inequality $`|𝐚^{cmb}|\mathrm{cos}\xi _j𝐠^{(j)}|𝐆^{(j)}|\mathrm{cos}𝚿^{(j)}`$, reconstruction of the CMB phases needs more specific investigation, which will be discussed at the end of the section. For all $`\mathrm{},m`$ modes satisfying Eq.(B2) in order to decrease the correlation between the foregrounds and CMB phases we introduce the optimization scheme based on the iterative solution of the Eq.(B1). The first step of iterations is to minimize the variance

$$V=\frac{1}{2\pi }_0^{2\pi }𝑑\xi \left(𝚿^M\xi \right)^2\mathrm{min},$$
(B3)
which corresponds to the equation

$$\frac{\delta V}{\delta 𝐠^{(k)}}=\frac{1}{4\pi }\frac{\delta }{\delta 𝐠^{(k)}}\left\{\underset{i,j}{}\frac{𝐠^{(i)}𝐠^{(j)}|𝐆^{(j)}||𝐆^{(i)}|}{|𝐚^{cmb}|^2}\left[I_1\mathrm{cos}(𝚿^{(j),f}𝚿^{(i),f})I_2\right]\right\}=0,$$
(B4)
where $`\delta /\delta 𝐠^{(k)}`$ are the functional derivatives and

$`I_1`$ $`=`$ $`{\displaystyle _0^{2\pi }}𝑑\xi {\displaystyle \frac{\mathrm{cos}^2\xi }{(\mathrm{cos}\xi +\beta )^2}},`$
$`I_2`$ $`=`$ $`{\displaystyle _0^{2\pi }}𝑑\xi {\displaystyle \frac{\mathrm{cos}^2\xi \mathrm{cos}(𝚿^{(j),f}+𝚿^{(i),f}2\xi )}{(\mathrm{cos}\xi +\beta )^2}},`$ (B5)
and

$$\beta =\frac{1}{|𝐚^{cmb}|}\underset{j}{}𝐠^{(j)}|𝐆^{(j)}|\mathrm{cos}𝚿^{(j),f}.$$
(B6)
Note that $`\beta `$ could be both positive and negative depending on the phases $`𝚿^{(j),f}`$. As we mention above, Eq.(B4) has an exact solution not for all values of $`\mathrm{},m`$. For $`\mathrm{},m`$ satisfying Eq.(B2) we can neglect the $`\beta `$ parameter in Eq.(B5) and obtain $`I_12\pi `$, $`I_20`$. Thus, from Eq.(B4)-(B6) we have

$`𝐠^{(1)}`$ $`=`$ $`{\displaystyle \frac{|𝐆^{(2)}|\left[|𝐆^{(2)}||𝐆^{(1)}|\mathrm{cos}(𝚿^{(2),f}𝚿^{(1),f})\right]}{|𝐆^{(1)}𝐆^{(2)}|^2}},`$
$`𝐠^{(2)}`$ $`=`$ $`{\displaystyle \frac{|𝐆^{(1)}|\left[|𝐆^{(1)}||𝐆^{(2)}|\mathrm{cos}(𝚿^{(2),f}𝚿^{(1),f})\right]}{|𝐆^{(1)}𝐆^{(2)}|^2}}.`$ (B7)
The filter Eq.(B7) depends on both $`\mathrm{}`$ and $`m`$. As one can see from Eq.(B7), if the phases of the foregrounds $`𝚿^{(2),f}`$ and $`𝚿^{(1),f}`$ are identical, then one can have the same form for the $`𝐠^{(1)}`$ and $`𝐠^{(2)}`$ weighting coefficients as in Eq.(13). Unfortunately, because of the non-zero phase difference $`𝚿^{(2),f}𝚿^{(1),f}`$ the filter (B7) is not useful for the “blind” method of the CMB reconstruction. It is due to the instability of the iteration sheme, which reproduces at the very first step the phases of the foregrounds and use them as an attractor.

Now following the concept in Appendix A, let us introduce another concept of the phase optimization based on the minimization of the weighting phase variance

$$V=\frac{1}{2\pi (2\mathrm{}+1)}\underset{m}{}\frac{|𝐚^{cmb}|^2}{C_{\mathrm{}}}_0^{2\pi }𝑑\xi \left(𝚿^M\xi \right)^2\mathrm{min},$$
(B8)
which corresponds to the following

$$\frac{\delta V}{\delta 𝐠^{(k)}}\frac{\delta }{\delta 𝐠^{(k)}}\left[\underset{m}{}\underset{i,j}{}𝐠^{(i)}𝐠^{(j)}|𝐆^{(j)}||𝐆^{(i)}|\mathrm{cos}(𝚿^{(j),f}𝚿^{(i),f})\right]=0,$$
(B9)
and

$`𝐠^{(1)}`$ $`=`$ $`{\displaystyle \frac{_m|𝐆^{(2)}|\left[|𝐆^{(2)}||𝐆^{(1)}|\mathrm{cos}(𝚿^{(2),f}𝚿^{(1),f})\right]}{_m|𝐆^{(1)}𝐆^{(2)}|^2}},`$
$`𝐠^{(2)}`$ $`=`$ $`{\displaystyle \frac{_m|𝐆^{(1)}|\left[|𝐆^{(1)}||𝐆^{(2)}|\mathrm{cos}(𝚿^{(2),f}𝚿^{(1),f})\right]}{_m|𝐆^{(1)}𝐆^{(2)}|^2}}.`$ (B10)
It is easy to demonstrate that the filter Eq.(B10) corresponds to the minimum of the variance $`_m|𝐚^M𝐚^{cmb}|^2`$. We propose to use this filter for optimization of the pre-CMB reconstruction at the second and subsequent iterations.

## Appendix C C : The “$`\pi /2`$” problem of the phases reconstruction

In this Appendix we discuss some problems of the CMB image reconstruction related with optimization methods. The exact solution for the reconstructed phases in a form of Eq.(B10) has some peculiar reconstructed phases $`𝚿^M`$ if the CMB phases $`\xi `$ are close to $`\pi /2`$ and $`3\pi /2`$. In such a case, from Eq.(B4) we obtain

$$𝚿^M\mathrm{tan}^1\left(\frac{|a^{cmb}|\mathrm{cos}\delta }{_j𝐠^{(j)}|𝐆^{(j)}|\mathrm{cos}𝚿^{(j),f}}+\frac{_j𝐠^{(j)}|𝐆^{(j)}|\mathrm{sin}𝚿^{(j),f}}{_j𝐠^{(j)}|𝐆^{(j)}|\mathrm{cos}𝚿^{(j),f}}\right),$$
(C1)
where $`\xi =\pi /2+\delta `$, $`\delta 1`$ and $`|a^{cmb}|\mathrm{cos}\xi _j𝐠^{(j)}|𝐆^{(j)}|\mathrm{cos}𝚿^{(j),f}`$. We point out that depending on the foreground phases the reconstructed phase $`𝚿^M`$ could be arbitrary. It means that phases close to $`\pi /2`$ will be reconstructed with a big error. The same argument can be applied to the case when $`\xi `$ is close to $`3\pi /2`$.


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# 1 Introduction

## 1 Introduction

Let $`P`$ denote a Dirichlet random probability measure on a Polish space $`𝒴`$, with law denoted as $`𝒟(dP|\theta H)`$, where $`\theta `$ is a non-negative scalar and $`H`$ is a (fixed) probability measure on $`𝒴`$. In addition let $``$ denote the space of boundedly finite measures on $`𝒴`$. This space contains the space of probability measures on $`𝒴`$. The Dirichlet process was first made popular in Bayesian nonparametrics by Ferguson (1973), see also Freedman (1963) for an early treatment, and has subsequently been used in numerous statistical applications. Additionally, the Dirichlet process arises in a variety of interesting contexts outside of statistics. Formally, $`P`$ is said to be a Dirichlet process if and only if for each finite collection of disjoint measureable sets $`A_1,\mathrm{},A_k`$, the random vector $`P(A_1),\mathrm{},P(A_k)`$ has a Dirichlet distribution with parameters $`\theta H(A_1),\mathrm{},\theta H(A_k)`$. In particular $`P(A)`$ is a beta random variable for any measurable set $`A`$. An important representation of the Dirichlet, which is analogous to Lukacs characterization of the gamma distribution, is

(1)
$$P()=\frac{\mu ()}{T}$$

where $`\mu `$ is a gamma process with finite shape parameter $`\theta H`$ and $`T=_𝒴\mu (dy)`$ is a gamma random variable with shape $`\theta `$ and scale $`1`$. The law of the gamma process is denoted as $`𝒢(d\mu |\theta H)`$, and is characterized by its Laplace functional

(2)
$$_{}\text{e}^{\mu (g)}𝒢(d\mu |\theta H)=\text{e}^{_𝒴\mathrm{log}[1+g(y)]\theta H(dy)}$$

for $`g`$ a positive measurable function satisfying,

(3)
$$_𝒴\mathrm{log}[1+g(y)]\theta H(dy)<\mathrm{}.$$

We note that if $`H`$ is non-atomic then the gamma process may be represented as

(4)
$$\mu (dy)=_0^{\mathrm{}}sN(ds,dy)$$

where $`N`$ is a Poisson random measure with mean intensity,

$$\theta s^1\text{e}^sdsH(dy).$$

An important fact is that $`T`$ and $`P`$ are independent, which as we shall see, has a variety of implications.

An interesting and formidable problem initiated in a series of papers by Cifarelli and Regazzini(1990) is the study of the exact distribution of linear functionals,

$$P(g)=_𝒴g(y)P(dy)$$

of the Dirichlet process. Diaconis and Kemperman (1996) discuss an important by-product of this work called the Markov-Krein identity for means of Dirichlet processes,

(5)
$$_{}\frac{1}{(1+zP(g))^\theta }𝒟(dP|\theta H)=\text{e}^{_𝒴\mathrm{log}[1+zg(y)]\theta H(dy)},$$

which has implications relative to the Markov moment problem, continued fractions theory, exponential representations of analytic functions, etc \[see Kerov (1998) and Tsilevich, Vershik and Yor (2001a)\]. Tsilevich, Vershik and Yor (2001a) expand upon this emphasizing that the right hand side of (5) is the Laplace functional of a Gamma process with shape $`\theta H`$. That is,

(6)
$$_{}\frac{1}{(1+zP(g))^\theta }𝒟(dP|\theta H)=_{}\text{e}^{z\mu (g)}𝒢(d\mu |\theta H)$$

Their interpretation of the Markov-Krein identity is that the generalized Cauchy-Stieltjes transform, of order $`\theta `$, of $`P(g)`$, where P is a Dirichlet process with shape $`\theta H`$, is the Laplace transform of $`\mu (g)`$ when $`\mu `$ is the gamma process with shape $`\theta H`$. The authors then exploit this fact to rederive (6) via an elementary proof using the independence property of $`P`$ and $`T`$. An interesting question, is what can one say about

(7)
$$_{}\frac{1}{(1+zP(g))^q}𝒟(dP|\theta H)$$

when $`\theta `$ and $`q`$ are arbitrary positive numbers? That is, can one establish a relationship of (7) to the Laplace functional of some random measure say $`\mu ^{}`$, which is similar to $`\mu `$, for all $`q`$ and $`\theta `$. Lijoi and Regazzini (2003) establish analytic results for (7), relating them to the Lauricella theory of multiple hypergeometric functions. Theorem 5.2 of their work gives analogues of (5), stating what they call a Lauricella identity, but does not specifically state a relationship such as (6). We should say for the case $`\theta >q`$ that it would not be terribly difficult to deduce an analogue of (7) from their result. However, this is not the case when $`\theta <q`$, which is expressed in terms of contour integrals. Their representations, for all $`\theta `$ and $`q`$, as clearly demonstrated by the authors, however have practical utility in regards to formulae for the density of $`P(g)`$. In this case, one wants to have an expression for (7), when $`q=1`$ and for all $`\theta `$. Related works include the papers of Regazinni, Guglielmi and di Nunno (2002), Regazzini, Lijoi and Pruenster (2003) and the manuscript of James (2002).

### 1.1 Preliminaries and outline

In this paper we develop results that are complementary to the work of Lijoi and Regazzini (2003) and Tsilevich, Vershik and Yor (2001a). In particular, we show that the Markov-Krein identity, as interpreted in Tsilevich, Verhsik and Yor (2001a), extends to a relationship between (7) and the Laplace functional of a class of what we call beta-gamma processes defined by scaling the gamma process law by $`T^{(\theta q)}`$, for all positive $`\theta `$ and $`q`$. That is processes with laws equal to

(8)
$$𝒢(d\mu |\theta H,\theta q)=\frac{\mathrm{\Gamma }(\theta )}{\mathrm{\Gamma }(q)}T^{(\theta q)}𝒢(d\mu |\theta H)$$

Perhaps more interesting, is the method of approach, and derivation of supporting results, used to establishing such a result, which is quite different than the analytic techniques used previously. The approach relies in part on, in this case mostly familar, Bayesian prior posterior calculus for Dirichlet and gamma processes in conjunction with the usage of the following well-known gamma identity for $`q>0`$

(9)
$$T^q=\frac{1}{\mathrm{\Gamma }(q)}_0^{\mathrm{}}v^{q1}\text{e}^{vT}𝑑v.$$

That is to say, purely analtyic arguments are replaced by probabilistic ones using the familiar results in Ferguson (1973), Lo (1984) and Antoniak (1974). Thus giving the derivations a much more interpretable Bayesian flavor. More specifically, albeit less well known, we use the results in Lo and Weng (1989) as demonstrated for more general proceses in James (2002, 2003). This bypasses the need for instance to verify certain integrability conditions and the usage of limiting arguments. Moreover, somewhat conversely to Lijoi and Regazinni (2003), we show how properties of the Dirichlet and beta-gamma processes yields easily interesting identities related to Lauricella and Liouville integrals\[see Lijoi and Regazinni (2003) and Gupta and Richards (2001)\]. Although we exploit the independence property of $`T`$ and $`P`$ to prove our results, our approach is quite different from the methods used by Tsilevich, Verhsik and Yor (2001) to prove (6). While their proof is certainly elegant, it does not seem possible to extend to other processes. Our methods however are influenced by their proof of an analogous result for the two-parameter extension of the Dirichlet process which relies on (9) and the fact that such processes are based on scaled laws. That is to say we present an approach which is extendable to other models\[see James (2002, section 6)\].

The study of scaled laws are of clear interest in the case of the stable law of index $`0<\alpha <1`$ as discussed in Pitman and Yor (1997)\[see also Pitman (2002)\]. In particular the two-parameter $`(\alpha ,\theta )`$ extension of the Dirichlet process\[see Pitman (1996)\] can be defined as $`P`$ in (1) which has law governed by $`T^\theta 𝒫(d\mu |\rho _\alpha ,H)`$, where $`𝒫(d\mu |\rho _\alpha ,H)`$ is the law of the stable law process, which can be derived from a Poisson random measure with intensity,

$$\rho _\alpha (ds)H(dx)=s^{\alpha 1}dsH(dx).$$

However, for the beta-gamma processes defined in (8), the independence property between $`T`$ and $`P`$ translates into the following property

(10)
$$_{}f(P)𝒟(dP|\theta H)=_{}f(P)𝒢(d\mu |\theta H)=_{}f(P)𝒢(d\mu |\theta H,\theta q).$$

for all integrable $`f`$. The property (10) seems to suggest that the beta-gamma process may not have much utility relative to calculations involving $`P`$, however it is precisely this property that we shall exploit. The outline of this paper is as follows; in section 2 we revisit well-known properties of the Dirichlet process $`P`$ and describe the posterior distribution of $`\mu `$ given $`𝐘=\{Y_1,\mathrm{},Y_n\}`$ when $`𝐘|P`$ is an iid sample from $`P`$. In particular, we show that the posterior distribution of $`\mu |𝐘`$ is a posterior beta-gamma process, and derive its Laplace functional. In section 3 we present a general analysis of the properties of the beta-gamma process including a description of its posterior distribution which is shown to be a conjugate family. Additionally formulae for the Laplace functional are derived and some key results which are relevant to the proof of the Markov-Krein identity are given. In sections 4 and 5 we present results that describes formally the various relationships between (7) and the beta-gamma processes.

## 2 Some results for the Dirichlet and Gamma process

We first recall some key features of the gamma and Dirichlet processes. Hereafter, we will assume that $`H`$ is non-atomic, and that each function $`g`$ satisfies (3). Let $`Y_1,\mathrm{},Y_n`$ denote random elements in the space $`𝒴`$, which conditional on $`P`$ are iid with law $`P`$. $`P`$ is a Dirichlet process with shape $`\theta H`$. From Lo and Weng (1989)\[see also James (2002, 2003)\], one has the following disintegration of measures,

(11)
$$\underset{i=1}{\overset{n}{}}\mu (dY_i)𝒢(d\mu |\theta H)=𝒢(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i})\theta ^{n(𝐩)}\underset{j=1}{\overset{n(𝐩)}{}}\mathrm{\Gamma }(e_{j,n})H(dY_j^{}),$$

where $`𝒢(d\mu |\theta H+_{i=1}^n\delta _{Y_i})`$ denotes a gamma process with shape $`\theta H+_{i=1}^n\delta _{Y_i}`$. The quanitity $`𝐩=\{C_1,\mathrm{},C_{n(𝐩)}\}`$ denotes a partition of the integers $`\{1,\mathrm{},n\}`$, with $`n(𝐩)`$ elements. The $`C_j=\{i:Y_i=Y_j^{}\}`$ for $`j=1,\mathrm{},n(𝐩)`$ denote the collection of values equal to each unique $`Y_j^{}`$, for $`j=1,\mathrm{},n(𝐩)`$. The size of each cell $`C_j`$ is denoted as $`e_{j,n}`$. Recall that a gamma process can also be described as in (4) in terms of a Poisson random measure with mean intensity (1). Another important property of the Gamma process is the following exponential change of measure formula,

(12)
$$\text{e}^{\mu (g)}𝒢(d\mu |\theta H)=𝒢(d\mu |\rho _{1+g},\theta H)\text{e}^{_𝒴\mathrm{log}[1+g(y)]\theta H(dy)}$$

where $`𝒢(d\mu |\rho _{1+g},\theta H)`$ denotes a weighted gamma process defined for each Borel measurable set $`A`$ as,

(13)
$$_A[1+g(y)]^1\mu (dy)$$

or equivalently by its inhomogeneous Lévy measure $`\rho _{1+g}(ds|y)=\text{e}^{(1+g(y))s}s^1ds.`$

###### remark 1

. The result (12) appears in Lo and Weng (1989, Proposition 3.1) and has been independently derived in Tsilevich, Vershik and Yor (2001b). Versions of this result also hold for the case where $`g`$ is negative or complex valued. For this study, we can actually bypass the explicit usage of (12) but use it to demonstrate how one might apply a similar result for more general random processes as in James (2002). In particular, we note that this operation is useful for the stable law, which does not admit a result similar to (11)

As an illustration, similar to Lo and Weng (1989, Corollary 3.1), we show how one uses (11) to obtain the classic results for the Dirichlet process via its representation as a normalized gamma process. In particular, we show how one easily estabishes the disintegration,

(14)
$$\underset{i=1}{\overset{n}{}}P(dY_i)𝒟(dP|\theta H)=𝒟(dP|\theta H+\underset{j=1}{\overset{n}{}}\delta _{Y_i})\pi (𝐩|\theta )\underset{j=1}{\overset{n(𝐩)}{}}H(dY_j^{}),$$

where $`𝒟(dP|\theta H+_{j=1}^n\delta _{Y_i})`$ is a Dirichlet process with shape $`\theta H+_{j=1}^n\delta _{Y_i}`$, and is the posterior distribution of $`P|𝐘`$ \[see Ferguson (1973)\]. The partition probability

$$\pi (𝐩|\theta )=\frac{\mathrm{\Gamma }(\theta )}{\mathrm{\Gamma }(\theta +n)}\theta ^{n(𝐩)}\underset{j=1}{\overset{n(𝐩)}{}}\mathrm{\Gamma }(e_{j,n}),$$

is a variant of Ewens sampling formula derived by Ewens (1972) and Antoniak (1974). The marginal distribution of $`\{Y_1,\mathrm{},Y_n\}`$ is the Blackwell-MacQueen Pólya urn distribution which can be represented as

(15)
$$\mathrm{I}\mathrm{P}(d𝐘|\theta H)=\pi (𝐩|\theta )\underset{j=1}{\overset{n(𝐩)}{}}H(dY_j^{}).$$

The result in (14) can be obtained by working with the joint probability measure of $`𝐘`$ and $`\mu `$ given by replacing $`𝒟(dP|\theta H)`$ on the left hand side of (14) with the gamma process law, $`𝒢(d\mu |\theta H)`$. The task then shifts to finding the disintegration of the law of $`\{𝐘,\mu \}`$ in terms of the posterior distribution of $`\mu |𝐘`$ and the marginal distribition of $`𝐘`$. An application of (11) shows that the joint distribution of $`\{𝐘,\mu \}`$ has the following disintegrations,

(16)
$$T^n\underset{i=1}{\overset{n}{}}\mu (dY_i)𝒢(d\mu |\theta H)=T^n𝒢(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i})\theta ^{n(𝐩)}\underset{j=1}{\overset{n(𝐩)}{}}\mathrm{\Gamma }(e_{j,n})H(dY_j^{}).$$

First it is clear that the marginal distribution of $`𝐘`$ is obtained by integrating out $`T^n`$ with respect to $`𝒢(d\mu |\theta H+_{i=1}^n\delta _{Y_i})`$. Under this law, $`T`$ is a gamma random variable with shape parameter $`\theta +n`$ and unit scale. This implies that,

$$_{}T^n𝒢(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i})=\frac{\mathrm{\Gamma }(\theta )}{\mathrm{\Gamma }(\theta +n)},$$

yielding the desired expression for the marginal distribution of $`𝐘`$ in (15). Now in order to obtain the posterior distribution of $`P`$ given $`𝐘`$, first notice that the posterior distribution of $`\mu `$ given $`𝐘`$ is obtained by dividing (16) by the marginal distribution of $`𝐘`$. That is, we see that its posterior distribtion is of the form in (8) with specific law

(17)
$$𝒢(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i},n)=\frac{\mathrm{\Gamma }(\theta +n)}{\mathrm{\Gamma }(\theta )}T^n𝒢(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i})$$

It is not immediately obvious that the posterior distribution of $`\mu |𝐘`$ in (17) indicates that the posterior distribution $`P|𝐘`$ is $`𝒟(dP|\theta H+_{i=1}^n\delta _{Y_i})`$. However, note that subject to the gamma process law $`𝒢(d\mu |\theta H+_{i=1}^n\delta _{Y_i})`$, $`P`$ has the desired Dirichlet process distribution and is independent of $`T`$. Hence for any integrable $`f`$, using the independence of $`P`$ and $`T`$, it follows from (10) that the posterior distribution of $`P`$ given $`𝐘`$ is characterized by

$$_{}f(P)\pi (d\mu |𝐘)=_{}f(P)𝒢(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i})=_{}f(P)𝒟(dP|\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i})$$

for $`f`$ arbitrary integrable functions, which yields the desired result.

### 2.1 The posterior distribution of the gamma process

While the posterior distribution of $`P`$ given $`𝐘`$ is well-known to be a Dirichlet process, the corresponding posterior distribution of $`\mu `$ given $`𝐘`$ described is not a Gamma process. In fact it is no longer a Lévy process. In order to understand what this distribution is we find it quite useful to employ the gamma identity (9). In general, the gamma identity allows one to employ an exponential change of measure formula such as (12) to handle terms like $`T^q`$. For the present setting note that if $`T`$ itself is a gamma random variable with shape parameter $`\tau `$ and unit scale, then,

$$E[\text{e}^{vT}]=(1+v)^\tau .$$

Now if $`\tau q>0`$, Fubini’s theorem yields,

$$E[T^q]=\frac{1}{\mathrm{\Gamma }(q)}_0^{\mathrm{}}v^{q1}(1+v)^\tau 𝑑v=\frac{\mathrm{\Gamma }(\tau q)}{\mathrm{\Gamma }(\tau )}$$

This leads to the identification of a gamma-gamma density with parameters $`\tau `$ and $`q`$ denoted as,

(18)
$$\gamma (dv|\tau ,q)=\frac{\mathrm{\Gamma }(\tau )}{\mathrm{\Gamma }(q)\mathrm{\Gamma }(\tau q)}v^{q1}(1+v)^\tau dv\text{ for }0<v<\mathrm{}.$$

Using the transformation $`u=1/(1+v)`$ yields the density of a beta random variable with parameters $`\tau q`$ and $`q`$ denoted as

(19)
$$(du|\tau q,q)=\frac{\mathrm{\Gamma }(\tau )}{\mathrm{\Gamma }(q)\mathrm{\Gamma }(\tau q)}u^{\tau q1}(1u)^{q1}\text{ for }0<u<1.$$

In this section we will encounter the special case of $`\tau =\theta +n`$ and $`q=n`$, yielding the densities $`\gamma (dv|\theta +n,n)`$ and

$$(du|\theta ,n)=\frac{\mathrm{\Gamma }(\theta +n)}{\mathrm{\Gamma }(n)\mathrm{\Gamma }(\theta )}u^{\theta 1}(1u)^{n1}du\text{ for }0<u<1$$

The gamma identity (9), (12) and Fubini’s theorem yields the following explicit description of the posterior law of $`\mu |𝐘`$,

###### Proposition 2.1

Let $`\mu `$ denote a gamma process with law $`𝒢(d\mu |\theta H)`$ and let $`P()=T^1\mu ()`$, where $`T=\mu (𝒴)`$, denote a Dirichlet process with shape $`\theta H`$. Suppose that $`Y_1,\mathrm{},Y_n|P`$ are iid $`P`$, then the posterior distribution of $`\mu |𝐘`$ is $`𝒢(d\mu |\theta H+_{i=1}^n\delta _{Y_i},n)`$ as defined in (17). Its Laplace functional is expressible as

(20)
$$_0^{\mathrm{}}\text{e}^{_𝒴\mathrm{log}[1+\frac{1}{1+v}g(y)]\theta H(dy)}\underset{j=1}{\overset{n(𝐩)}{}}(1+\frac{1}{1+v}g(Y_j^{}))^{e_{j,n}}\gamma (dv|\theta +n,n)$$

The Laplace functional can also be represented in terms of a beta density as,

(21)
$$_0^1\text{e}^{_𝒴\mathrm{log}[1+ug(y)]\theta H(dy)}\underset{j=1}{\overset{n(𝐩)}{}}(1+ug(Y_j^{}))^{e_{j,n}}(du|\theta ,n)$$

The Laplace functional in (21) shows that the posterior distribution of $`\mu |𝐘`$ is equivalent to the distribution of the random measure $`U_nG_n^{}`$, where $`U_n`$ is a beta random variable with parameters $`(\theta ,n)`$ and independent of $`U_n`$, $`G_n^{}`$ is a gamma process with shape $`\theta H+_{i=1}^n\delta _{Y_i}`$. As shown by (20), $`U_n=1/(1+V_n)`$, where $`V_n`$ is a gamma-gamma random variable with parameters $`(\theta +n,n)`$.

Proof. First using (9), one can write

(22)
$$\mathrm{\Gamma }\left(n\right)_{}\text{e}^{\mu \left(g\right)}T^n𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)=_0^{\mathrm{}}v^{n1}_{}\text{e}^{\mu \left(g\right)}\text{e}^{vT}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)𝑑v$$

Recalling that the exponential change of measure (12) transforms a gamma process to a weighted gamma process, two applications show that $`\text{e}^{\mu (g)}\text{e}^{vT}𝒢(d\mu |\theta H+_{i=1}^n\delta _{Y_i})`$ is equivalent to,

(23)
$$𝒢\left(d\mu |\rho _{\left[1+v+g\right]},\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)\text{e}^{_𝒴\mathrm{log}\left[1+\frac{1}{1+v}g\left(y\right)\right]\theta H\left(dy\right)}\underset{j=1}{\overset{n\left(𝐩\right)}{}}\left(1+\frac{1}{1+v}g\left(Y_j^{}\right)\right)^{e_{j,n}}\left(1+v\right)^{\theta +n}$$

Now substituting the quantities depending on $`\mu `$ in the right hand side of (22) with (23) yields the first expression for the Laplace functional. The second expression is obtained by the change of variable $`u=1/(1+v)`$ $`\mathrm{}`$

We can now use the explicit description of the posterior distribution of $`\mu |𝐘`$ to deduce the posterior distribution of $`P|𝐘`$. Note that subject to the posterior law of $`\mu |𝐘`$, the posterior distribution of $`P|𝐘`$ must be equivalent to the law of the process

$$P_n^{}()=\frac{U_nG_n^{}()}{U_nG_n^{}\left(𝒴\right)}=\frac{G_n^{}()}{G_n^{}\left(𝒴\right)}$$

which shows, as desired, that $`P_n^{}`$ is a Dirichlet process with shape $`\alpha H+_{i=1}^n\delta _{X_i}`$.

###### remark 2

. Although stated a bit differently, Proposition 2.1 is equivalent to Proposition 5.7 of James (2002).

## 3 Properties of Beta-Gamma processes

As seen, the posterior distribution of $`\mu |𝐘`$ is a special case of a class of mixed gamma processes defined by a scaling operation in (8) and called beta-gamma processes. For shorthand, we say that $`\mu `$ is $`𝒢(\theta H,\theta q)`$, to indicate that $`\mu `$ has a beta-gamma law defined by $`𝒢\left(d\mu |\theta H,\theta q\right)`$. When $`\theta q=0`$, the process reduces to a gamma process with shape $`\theta H`$. Similar to the proof of Proposition 2.1, in the case that $`\theta q>0`$, one may use (9) and (12) to obtain the Laplace functional given by the following proposition.

###### Proposition 3.1

Let $`\mu `$ denote a beta-gamma process with law $`𝒢(d\mu |\theta H,\theta q)`$ such that $`\theta q>0`$ then the Laplace functional is given by

(24)
$$_{}\text{e}^{\mu \left(g\right)}𝒢\left(d\mu |\theta H,\theta q\right)=_0^1\text{e}^{_𝒴\mathrm{log}\left[1+ug\left(y\right)\right]\theta H\left(dy\right)}\left(du|q,\theta q\right).$$

Using the transformation $`v=u/(1u)`$ the Laplace functional can also be written in terms of a gamma-gamma density with parameters $`(\theta q,\theta )`$.

Next we describe the posterior distribution of the general class of beta-gamma processes.

###### Proposition 3.2

Let $`\mu `$ denote a beta-gamma process with law $`𝒢(d\mu |\theta H,\theta q)`$ and let $`P()=T^1\mu ()`$, where $`T=\mu (𝒴)`$, denote a Dirichlet process with shape $`\theta H`$. Suppose that $`Y_1,\mathrm{},Y_n|P`$ are iid $`P`$, then the posterior distribution of $`\mu |𝐘`$ is $`𝒢(\theta H+_{i=1}^n\delta _{Y_i},\theta +nq)`$, defined by the law

(25)
$$𝒢(\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i},\theta +nq)=\frac{\mathrm{\Gamma }\left(\theta +n\right)}{\mathrm{\Gamma }\left(q\right)}T^{\left(\theta +nq\right)}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)$$

If $`\theta +nq>0`$, then the Laplace functional of the posterior distribution is

(26)
$$_0^1\text{e}^{_𝒴\mathrm{log}\left[1+ug\left(y\right)\right]\theta H\left(dy\right)}\underset{j=1}{\overset{n\left(𝐩\right)}{}}\left(1+ug\left(Y_j^{}\right)\right)^{e_{j,n}}\left(du|q,\theta +nq\right).$$

Proof. Note that the marginal distribution of $`𝐘`$ is the Blackwell-MacQueen urn distribution. The posterior distribution can be obtained easily by following the arguments for the case of the gamma process. In particular one can work with $`T^{\left(\theta +nq\right)}`$ in place of $`T^n`$ in (16) and adjust for normalizing constants. If $`\theta +nq>0`$, then the Laplace functional is obtained by using the proof of Proposition 2.1 with $`\mathrm{\Gamma }\left(n\right)`$ and $`v^{n1}`$ in (22) replaced by $`\mathrm{\Gamma }\left(\theta +nq\right)`$ and $`v^{\theta +nq1}`$. $`\mathrm{}`$

Using standard Bayesian arguments, we obtain an identity for the Laplace functional of a gamma process, and also an expression of the Laplace functional for all beta-gamma proceses.

###### Proposition 3.3

Let $`\mu `$ be a beta-gamma process, $`𝒢(\theta H,\theta q)`$ then choosing an integer $`n0`$ such that $`\theta +nq>0`$, the Laplace functional, $`_{}\text{e}^{\mu (g)}𝒢(d\mu |\theta H,\theta q)`$, can be expressed as follows,

$$\underset{𝐩}{}\pi \left(𝐩|\theta \right)_0^1\text{e}^{_𝒴\mathrm{log}\left[1+ug\left(y\right)\right]\theta H\left(dy\right)}\left[\underset{j=1}{\overset{n\left(𝐩\right)}{}}_𝒴\left(1+ug\left(y\right)\right)^{e_{j,n}}H\left(dy\right)\right]\left(du|q,\theta +nq\right)$$

for all positive $`\theta `$ and $`q`$. Using a change of variable $`v=u/(1u)`$ leads to an expression in terms of a gamma-gamma density.

Proof. The proof follows from standard Bayesian theory and the expression in (26). That is, the Laplace functional can be obtained by integrating the Laplace functional of the posterior distribution described in (26) with respect the Blackwell-MacQueen distribution as follows,

(27)
$$_{𝒴^n}\left[_{}\text{e}^{\mu \left(g\right)}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i},\theta +nq\right)\right]\mathrm{I}\mathrm{P}\left(d𝐘|\theta H\right)$$

$`\mathrm{}`$

We close this section with another interesting result which will be used in the coming section.

###### Proposition 3.4

Let $`\theta ,q`$ be arbitrary non-negative scalars. Then for any integer $`n0`$ that satisfies the constraint, $`\theta +nq>0`$ the following formula holds,

(28)
$$_{}\frac{1}{\left(T+\mu \left(g\right)\right)^q}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)=\frac{\mathrm{\Gamma }\left(\theta +nq\right)}{\mathrm{\Gamma }\left(q\right)}_{}\text{e}^{\mu \left(g\right)}T^{\left(\theta +nq\right)}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)$$

The expressions are equivalent to

(29)
$$\frac{\mathrm{\Gamma }\left(\theta +nq\right)}{\mathrm{\Gamma }\left(\theta +n\right)}_{}\text{e}^{\mu \left(g\right)}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i},\theta +nq\right),$$

whose explicit expression is deduced from (26).

Proof. From (29) and (26), the proof proceeds by showing that,

(30)
$$\frac{\mathrm{\Gamma }\left(\theta +n\right)}{\mathrm{\Gamma }\left(\theta +nq\right)}_{}\frac{1}{\left(T+\mu \left(g\right)\right)^q}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)$$

is equivalent to (26). Apply the gamma identity to $`\left(T+\mu \left(g\right)\right)^q`$ and then two applications of (12) to $`\text{e}^{v\left[\mu \left(g\right)+T\right]}𝒢\left(d\mu |\theta H+_{i=1}^n\delta _{Y_i}\right)`$ to show that (30) is equal to,

$$\frac{\mathrm{\Gamma }\left(\theta +n\right)}{\mathrm{\Gamma }\left(\theta +nq\right)\mathrm{\Gamma }\left(q\right)}_0^{\mathrm{}}v^{q1}\text{e}^{_𝒴\mathrm{log}\left[1+\frac{v}{1+v}g\left(y\right)\right]\theta H\left(dy\right)}\underset{j=1}{\overset{n\left(𝐩\right)}{}}\left(1+\frac{v}{\left(1+v\right)}g\left(Y_j^{}\right)\right)^{e_{j,n}}\left(1+v\right)^{\theta +n}dv.$$

The result is obtained by applying the transformation $`u=v/\left(1+v\right)`$. $`\mathrm{}`$

## 4 Functionals of Dirichlet processes, The Markov-Krein Identity and Beta-Gamma processes

Here we show that results relating (7) to the beta-gamma process can be deduced from (9), (12) and the the posterior distribution of $`\mu `$. A general strategy is formed by first writing

$$\frac{1}{1+zP\left(g\right)}=\frac{T}{T+z\mu \left(g\right)}$$

Before proceeding to the main result we illustrate the idea for the special case of $`\theta q>0`$. First write,

(31)
$$_{}\frac{1}{\left(1+zP\left(g\right)\right)^q}𝒟\left(dP|\theta H\right)=_{}\frac{T^q}{\left(T+z\mu \left(g\right)\right)^q}𝒢\left(d\mu |\theta H\right)$$

Note the presence of $`T^q`$ causes some difficulties. However when $`\theta q>0`$ we can use directly the special relationship between the Dirichlet process and the beta-gamma processes exhibited in (10). That is replacing $`𝒢\left(d\mu |\theta H\right)`$ with $`𝒢\left(d\mu |\theta H,q\right)`$ in (31) yields,

(32)
$$_{}\frac{1}{\left(1+zP\left(g\right)\right)^q}𝒟\left(dP|\theta H\right)=\frac{\mathrm{\Gamma }\left(\theta \right)}{\mathrm{\Gamma }\left(\theta q\right)}_{}\frac{1}{\left(1+z\mu \left(g\right)\right)^q}𝒢\left(d\mu |\theta H\right)$$

At this point one can evaluate the expression (32)using (9). However a direct appeal to Proposition 3.4 with $`n=0`$ shows that

$$_{}\frac{1}{\left(1+zP\left(g\right)\right)^q}𝒟\left(dP|\theta H\right)=\frac{\mathrm{\Gamma }\left(\theta \right)}{\mathrm{\Gamma }\left(q\right)}_{}\text{e}^{\mu \left(g\right)}T^{\left(\theta q\right)}𝒢\left(d\mu |\theta H\right)=_{}\text{e}^{\mu \left(g\right)}\left(d\mu |\theta H,\theta q\right)$$

The case where $`q`$ is arbitrary requires another strategy that involves (11) and the posterior distribution of $`\mu |𝐘`$. Using these arguments we present a new result which relates the generalized Cauchy-Stieltjes transform of Dirichlet process linear functionals to the Laplace functional of beta-gamma processess. This presents a generalization of the Markov-Krein identity, complementary to the Lauricella identities deduced in Lijoi and Regazzini (2003, Theorem 5.2). We also present some interesting additional identities.

###### Theorem 4.1

Let $`𝒟(dP|\theta H)`$ denote a Dirichlet process with shape $`\theta H`$. Let $`g`$ denote a function satisfying (3), then the following relationships are established,

1. for any positive $`q`$ and $`\theta `$,

(33)
$$_{}\left(1+zP\left(g\right)\right)^q𝒟\left(dP|\theta H\right)=_{}\text{e}^{z\mu \left(g\right)}𝒢\left(d\mu |\theta H,\theta q\right).$$

Statement (i) implies the following results.
2. For any positive $`q`$ and $`\theta `$, and any integer $`n0`$ which satisfies $`\theta +nq>0`$, the quantities in (33) are equivalent to,

$$\underset{𝐩}{}\pi \left(𝐩|\theta \right)_0^1\text{e}^{_𝒴\mathrm{log}\left[1+ug\left(y\right)\right]\theta H\left(dy\right)}\left[\underset{j=1}{\overset{n\left(𝐩\right)}{}}_𝒴\left(1+ug\left(y\right)\right)^{e_{j,n}}H\left(dy\right)\right]\left(du|q,\theta +nq\right),$$

for the gamma process, its Laplace functional may be represented as above for all $`n1`$ and $`q=\theta `$.
3. When, $`\theta q>0`$ statement (i) combined with Lemma 3.1 imply that

(34)
$$_{}\left(1+zP\left(g\right)\right)^q𝒟\left(dP|\theta H\right)=_0^1\text{e}^{_𝒴\mathrm{log}\left[1+ug\left(y\right)\right]\theta H\left(dy\right)}\left(du|q,\theta q\right),$$

which coincides with the result in Lijoi and Regazzini (2003, Theorem 5, equation (5.2)).

Proof. For the proof of statement (i), we first assume without loss of generality that $`q=n+d`$, where $`d`$ is a positive scalar such that $`\theta d>0`$, and $`n0`$ is an integer chosen such that $`\theta +nq>0`$. This means that $`T^q=T^{n+d}`$. Now using (10) with $`𝒢\left(d\mu |\theta H,d\right)`$ yields the expression,

(35)
$$_{}\left(1+zP\left(g\right)\right)^q𝒟\left(dP|\theta H\right)=\frac{\mathrm{\Gamma }\left(\theta \right)}{\mathrm{\Gamma }\left(\theta d\right)}_{}\frac{T^n}{\left(T+z\mu \left(g\right)\right)^q}𝒢\left(d\mu |\theta H\right).$$

Now to handle the term $`T^n`$, write it as $`T^n=_{𝒴^n}_{i=1}^n\mu \left(dY_i\right)`$, then apply (11) to show that the expressions in (35) are equal to,

$$\frac{\mathrm{\Gamma }\left(\theta +n\right)}{\mathrm{\Gamma }\left(\theta d\right)}_{𝒴^n}\left[_{}\frac{1}{\left(T+z\mu \left(g\right)\right)^q}𝒢\left(d\mu |\theta H+\underset{i=1}{\overset{n}{}}\delta _{Y_i}\right)\right]\mathrm{I}\mathrm{P}\left(d𝐘|\theta H\right)$$

Apply Proposition 3.4 to the inner term, recalling that $`\theta +nq=\theta d`$. This yields the desired expression as in (27). $`\mathrm{}`$

We now discuss some interesting results obtained from Theorem 4.1. Let $`\left(Z\right)`$ denote the law of a random element $`Z`$. Recall that for a Dirichlet process functional, $`P\left(g\right)`$, based on a Dirichlet process with shape $`\theta H`$, one can represent its distribution as follows

(36)
$$\left(P\left(g\right)\right)=\left(U_{\theta ,1}P\left(g\right)+\left(1U_{\theta ,1}\right)g\left(Y\right)\right)$$

where $`P`$ is $`𝒟\left(\theta H\right)`$, $`U_{\theta ,1}`$ is a beta random variable with parameters $`(\theta ,1)`$ and $`Y`$ has distribution H. Additionally $`P`$,$`U`$,$`Y`$ are independent. The right hand side of (36) just follows from the fact that for fixed $`Y`$, it is the posterior distribution of $`P|Y`$ based on $`n=1`$ observation. Hence the unconditional distribution must be $`𝒟\left(\theta H\right)`$. That is,

$$𝒟\left(dP|\theta H\right)=_𝒴𝒟\left(dP|\theta H+\delta _y\right)H\left(dy\right).$$

See Diaconis and Freedman (1999) for an interesting usage of (36). Here we point out some related results for $`\mu `$. In particular, as pointed out in Lijoi and Regazzini (2003), for determining the density of functionals $`P\left(g\right)`$, it is useful to have the expression for the Cauchy-Stietljes transform for the case $`q=1`$. Theorem 4.1 shows that

(37)
$$_{}\left(1+zP\left(g\right)\right)^1𝒟\left(dP|\theta H\right)=_{}\text{e}^{z\mu \left(g\right)}𝒢\left(d\mu |\theta H,\theta 1\right).$$

Thus in principle one can use the right hand side of (37) to perform an appropriate inversion to deduce the distribution of $`P\left(g\right)`$. See Lijoi and Regazzini (2003, Section 6) for details in that direction. Here, similar to the case of (36) we use the the explicit posterior analyis of $`\mu `$ to characterize beta-gamma processes with shape $`\theta H`$ and $`q=1`$ for all $`\theta `$. For the remainder of this work, let $`\mu _{\theta ,\theta 1}`$ be $`𝒢(\theta H,\theta 1)`$, $`U_{a,b}`$ denote a beta $`(a,b)`$ random variable, let $`T_p`$ denote a gamma random variable with shape $`p`$ and scale 1, and let $`Y_1`$ be a random element with distribution $`H`$. Additionally, let $`\mu _\theta `$ denote a gamma process with shape $`\theta H`$ and assume that the variables $`\mu _\theta `$, $`U_{a,b},T_p,Y_1`$ are independent. Additionally let $`P_\theta `$ denote a Dirichlet process with shape $`\theta H`$.

###### Proposition 4.1

Let $`\mu _{\theta ,\theta 1}`$ be $`𝒢(\theta H,\theta 1)`$ then for $`g`$ a real valued function such that its absolute value satisfies (3), the following distributional equalities hold;

1. for all $`\theta >0`$

(38)
$$\left(\mu _{\theta ,\theta 1}\left(g\right)\right)=\left(U_{1,\theta }\mu _\theta \left(g\right)+U_{1,\theta }T_1g\left(Y_1\right)\right)$$
2. for $`\theta >1`$,

$$\left(U_{1,\theta 1}\mu _\theta \left(g\right)\right)=\left(U_{1,\theta }\mu _\theta \left(g\right)+U_{1,\theta }T_1g\left(Y_1\right)\right)$$
3. For $`\theta =1`$, $`\mu _{1,0}:=\mu _1`$ is a gamma process with shape $`H`$ and

$$\left(\mu _1\left(g\right)\right)=\left(U_{1,1}\mu _1\left(g\right)+U_{1,1}T_1g\left(Y_1\right)\right)$$
4. If $`\mu _\theta `$ denotes a gamma process with arbitrary shape parameter $`\theta H`$ then,

(39)
$$\left(\mu _\theta \left(g\right)\right)=\left(U_{\theta ,1}\mu _\theta \left(g\right)+U_{\theta ,1}T_1g\left(Y_1\right)\right)$$

Proof. The proof is immediate from statement (ii) of Theorem 4.1 or Proposition 3.3. One may also use Proposition 2.1 and Proposition 3.1 to obtain statement (iv) and (ii). It is well-known that the condition (3) is necessary and sufficient for the existence of $`P\left(g\right)`$. $`\mathrm{}`$

The equation (38) provides a simple description of the law associated with the right hand side of (37) and should prove particularly useful in the case where $`0<\theta <1`$. Notice that the only unknown quantity in (38) is the distribution of $`\mu _\theta \left(g\right)`$. This suggests that in principle one can concentrate on the law of $`\mu _\theta \left(g\right)`$ to ascertain the law of $`P_\theta \left(g\right)`$ for all $`\theta `$. Note this is not an obvious fact as one can use the representation

(40)
$$T_\theta P_\theta \left(g\right)=\mu _\theta \left(g\right),$$

and the independence of $`T_\theta `$ and $`P_\theta `$, to find easily the distribution of $`\mu _\theta `$. However if one has the distribution of $`\mu _\theta \left(g\right)`$ one has to negotiate the typically complex dependence structure of $`T_\theta `$ and $`\mu _\theta `$ to obtain the law of $`P_\theta \left(g\right)`$

One may use (37) and (38) to recover the expressions in Propositions 4 and 5 of Regazzini, Guglielmi and Di Nunno (2002) where Proposition 5 is a special case of the results in Regazzini, Lijoi and Pruenster (2003). The statement, (39) provides a distributional identity for an arbitrary gamma process which we believe is new. One may verify (37), by noting that (38) satisfies,

(41)
$$\left(\mu _{\theta ,\theta 1}\left(g\right)\right)=\left(U_{1,\theta }\mu _\theta \left(g\right)+U_{1,\theta }T_1g\left(Y_1\right)\right)=\left(T_1P_\theta \left(g\right)\right)$$

where $`T_1=U_{1,\theta }T_{\theta +1}`$, with $`U_{1,\theta }`$ and $`T_{\theta +1}`$ independent, is independent of $`P_\theta \left(g\right)`$, where $`P_\theta `$ is $`𝒟\left(\theta H\right)`$. To see this, write

$$U_{1,\theta }\left[\mu _\theta \left(g\right)+T_1g\left(Y_1\right)\right]=U_{1,\theta }T_{\theta +1}\frac{\mu _\theta \left(g\right)+T_1g\left(Y_1\right)}{T_{\theta +1}}$$

and use the classic beta gamma calculus for random variables and the usual properties of Dirichlet, gamma processes. (41) combined with (37) yield the the obvious result,

$$_{}\left(1+zP\left(g\right)\right)^1𝒟\left(dP|\theta H\right)=_0^{\mathrm{}}_{}\text{e}^{ztP\left(g\right)}𝒟\left(dP|\theta H\right)\text{e}^t𝑑t$$

One may also use (39) to prove (5) and (6).

## 5 What is a beta-gamma process?

The final result which is a generalization of Proposition 4.1, is derived directly from Proposition 3.2 and Proposition 3.3. This result explains what a beta-gamma process is and indeed implies Theorem 4.1.

###### Theorem 5.1

Let $`\mu _{\theta ,\theta q}`$ have distribution $`𝒢(\theta H,\theta q)`$ and let $`\mu _\theta `$ denote a gamma process with shape $`\theta H`$, then for all positive $`\theta `$ and $`q`$ and an integer $`n`$ chosen such that $`\theta +nq>0`$ , the following distributional equalities hold;

1. For all $`\theta `$ and $`q>0`$ and an integer $`n`$ chosen such that $`\theta +nq>0`$,

(42)
$$\left(\mu _{\theta ,\theta q}\right)=\left(U_{q,\theta +nq}\mu _\theta +U_{q,\theta +nq}\underset{j=1}{\overset{n\left(𝐩\right)}{}}G_{j,n}\delta _{Y_j^{}}\right),$$

where conditional on $`𝐩`$ the distinct variables on the right hand side are mutually independent such that, $`U_{q,\theta +nq}`$ is beta with parameters $`(q,\theta +nq)`$, $`\mu _\theta `$ is a gamma process with shape $`\theta H`$, $`\left\{G_{j,n}\right\}`$ are independent gamma random variables with shape $`e_{j,n}`$ and scale $`1`$, and $`Y_j^{}`$ for $`j=1,\mathrm{},n\left(𝐩\right)`$ are iid $`H`$. The distribution of $`𝐩`$ is $`\pi \left(𝐩|\theta \right)`$.
2. For $`\theta q>0`$, $`\left(\mu _{\theta ,\theta q}\right)=\left(U_{q,\theta q}\mu _\theta \right)`$

Statement (i) implies the following results.
3. For all positive $`\theta `$ and $`q`$

(43)
$$\left(\mu _{\theta ,\theta q}\right)=\left(T_qP_\theta \right)$$

where $`T_q`$ is a gamma random variable with shape $`q`$ and scale $`1`$ independent of $`P_\theta `$ which is a Dirichlet process with shape $`\theta H`$.
4. For all positive $`\theta `$ and $`q`$, $`\left(T_\theta \mu _{\theta ,\theta q}\right)=\left(T_q\mu _\theta \right),`$ where $`T_\theta `$ is gamma with shape $`\theta `$ and scale 1, independent of $`\mu _{\theta ,\theta q}`$. Similarly $`T_q`$ and $`\mu _\theta `$ are independent.

Proof. The distributional identity in $`\left(i\right)`$ is a direct consequence of the mixture representation deduced from Proposition 3.2 which is deduced from the posterior distribution in Proposition 3.1. Note that all quantities on the right side of (42), including $`𝐩`$, are random. Statement (ii) follows from Proposition 3.1. We now show that statement(iii) follows from statement (i). Notice that, $`T_{\theta +n}:=\mu _\theta \left(𝒴\right)+_{j=1}^{n\left(𝐩\right)}G_{j,n},`$ is a gamma random variable with shape $`\theta +n`$ independent of $`U_{q,\theta +nq}`$. Moreover using the mixture representation of the Dirichlet process derived from its posterior distribution and $`\mathrm{I}\mathrm{P}\left(d𝐘|\theta H\right)`$, it follows that,

$$\frac{\mu _\theta +_{j=1}^{n\left(𝐩\right)}G_{j,n}\delta _{Y_j^{}}}{T_{\theta +n}}$$

is a Dirichlet process with shape $`\theta H`$, independent of $`T_{\theta +n}`$ and $`U_{q,\theta +nq}`$. Hence the right hand side of (42) can be written as,

$$U_{q,\theta +nq}T_{\theta +n}P_\theta $$

The result is completed by noting that $`U_{q,\theta +nq}T_{\theta +n}`$ is equal in distribution to $`T_q`$. Statement (iv) follows immediately from (iii). $`\mathrm{}`$

The expression (43) tells us precisely that, for all $`\theta `$ and $`q`$, a beta-gamma process with parameters $`\theta H`$ and $`\theta q`$ is equivalent in distribution to a Dirichlet process with shape $`\theta H`$, scaled by an independent gamma random variable with shape $`q`$. Hence, using this interpretation the first result in Theorem 4.1 is an immediate consequence of,

$$E\left[\text{e}^{z\mu _{\theta ,\theta q}\left(g\right)}\right]=\frac{1}{\mathrm{\Gamma }\left(q\right)}_0^{\mathrm{}}t^{q1}\left[_{}\text{e}^{ztP\left(g\right)}𝒟\left(dP|\theta H\right)\right]\text{e}^t𝑑t=_{}\left(1+zP\left(g\right)\right)^q𝒟\left(dP|\theta H\right).$$

However, it is the other representations of the beta-gamma process that yield useful explicit expressions.

6. Closing Remarks.  The methodology discussed here relies on three main ingredients which are not specifically linked to the Dirichlet or Gamma process. That is, the use of a prior to posterior analysis of $`\mu `$ which manifests itself in terms of a scaled distribution, the use of a gamma identity and the use of an exponential change of measure. The rest relies of course on some specific features of the Dirichlet, gamma process calculus. James (2002, sections 5 and 6) demonstrates that using the three general techniques mentioned above, that is elements of what he calls a Poisson process partition calculus, that one can obtain a generalization of a Markov-Krein type relationship for all process $`P`$ defined as in (1) for all random measures $`\mu `$ which are completely random measures or have laws based on a scaling of such processes. In so doing, he shows a natural duality between the posterior distribution of $`\mu `$ and $`P`$ and the distribution of functionals of $`P`$. A key point is that the law of $`\mu `$ can always be represented in terms of a mixture representation derived from it posterior distribution. In principle, this serves to answer a question raised in Tsilevich, Vershik and Yor (2001a). We should say that in retrospect some of those results in James (2002, section 5 and 6) may seem a bit cryptic. The result in Theorem 4.1, without the explicit reference to a beta-gamma process are contained in Proposition 6.1 and Proposition 6.2 of James (2002, section 6). It is of interest to clarify and refine the results in James (2002, section 6) for more general $`P`$. In particular, we believe it would be useful to combine these ideas with the related results of Regazzini, Lijoi and Pruenster (2003).

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| Lancelot F. James |
| --- |
| The Hong Kong University of Science and Technology |
| Department of Information Systems and Management |
| Clear Water Bay, Kowloon |
| Hong Kong |
| lancelot@ust.hk |