The two-parameter Poisson-Dirichlet distribution, denoted pd(ff; `), is a distribution on the set of decreasing positive sequences with sum 1. The usual Poisson-Dirichlet distribution with a single parameter `, introduced by Kingman, is pd(0; `). Known properties of pd(0; `), including the Markov chain description due to Vershik-Shmidt-Ignatov, are generalized to the two-parameter case. The size-biased random permutation of pd(ff; `) is a simple residual allocation model proposed by Engen in the context of species diversity, and rediscovered by Perman and the authors in the study of excursions of Brownian motion and Bessel processes. For 0 ! ff ! 1, pd(ff; 0) is the asymptotic distribution of ranked lengths of excursions of a Markov chain away from a state whose recurrence time distribution is in the domain of attraction of a stable law of index ff. Formulae in this case trace back to work of Darling, Lamperti and Wendel in the 1950's and 60's. The distribution of ranked lengths of e...

. We describe the complete factorization of the tenth and eleventh Fermat numbers. The tenth Fermat number is a product of four prime factors with 8, 10, 40 and 252 decimal digits. The eleventh Fermat number is a product of five prime factors with 6, 6, 21, 22 and 564 decimal digits. We also note a new 27-decimal digit factor of the thirteenth Fermat number. This number has four known prime factors and a 2391-decimal digit composite factor. All the new factors reported here were found by the elliptic curve method (ECM). The 40-digit factor of the tenth Fermat number was found after about 140 Mflop-years of computation. We discuss aspects of the practical implementation of ECM, including the use of special-purpose hardware, and note several other large factors found recently by ECM. 1. Introduction For a nonnegative integer n, the n-th Fermat number is F n = 2 2 n + 1. It is known that F n is prime for 0 n 4, and composite for 5 n 23. Also, for n 2, the factors of F n are of th...

: A model is proposed for a decreasing sequence of random variables (V 1 ; V 2 ; \Delta \Delta \Delta) with P n V n = 1, which generalizes the Poisson-Dirichlet distribution and the distribution of ranked lengths of excursions of a Brownian motion or recurrent Bessel process. Let V n be the length of the nth longest component interval of [0; 1]nZ, where Z is an a.s. non-empty random closed of (0; 1) of Lebesgue measure 0, and Z is self-similar, i.e. cZ has the same distribution as Z for every c ? 0. Then for 0 a ! b 1 the expected number of n's such that V n 2 (a; b) equals R b a v \Gamma1 F (dv) where the structural distribution F is identical to the distribution of 1 \Gamma sup(Z " [0; 1]). Then F (dv) = f(v)dv where (1 \Gamma v)f(v) is a decreasing function of v, and every such probability distribution F on [0; 1] can arise from this construction. Keywords: interval partition, zero set, excursion lengths, regenerative set, structural distribution. AMS subject classificat...

A random integer N, drawn uniformly from the set {1,2,..., n), has a prime factorization of the form N = a1a2...aM where ax ^ a2>... ^ aM. We establish the asymptotic distribution, as «-» • oo, of the vector A(«) = (loga,/logiV: i:> 1) in a transparent manner. By randomly re-ordering the components of A(«), in a size-biased manner, we obtain a new vector B(n) whose asymptotic distribution is the GEM distribution with parameter 1; this is a distribution on the infinite-dimensional simplex of vectors (xv x2,...) having non-negative components with unit sum. Using a standard continuity argument, this entails the weak convergence of A(/i) to the corresponding Poisson-Dirichlet distribution on this simplex; this result was obtained by Billingsley [3]. 1.

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We construct and study the one-parameter semigroup of σ-finite measures L θ, θ> 0, on the space of Schwartz distributions that have an infinite-dimensional abelian group of linear symmetries; this group is a continual analog of the classical Cartan subgroup of diagonal positive matrices of the group SL(n, R). The parameter θ is the degree of homogeneity with respect to homotheties of the space, we prove uniqueness theorem for measures with given degree of homogeneity, and call the measure with degree of homogeneity equal to one the infinite-dimensional Lebesgue measure L. The structure of these measures is very closely related to the so-called Poisson–Dirichlet measures PD(θ), and to the well-known gamma process. The nontrivial properties of the Lebesgue measure are related to the superstructure of the measure PD(1), which is called the conic Poisson–Dirichlet measure – CPD. This is the most interesting σ-finite measure on the set of positive convergent monotonic real series.

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter θ approaches infinity. The motivation for these results is to understand the differences in terms of large deviations between the twoparameter models and their one-parameter counterparts. New insight is obtained about the role of the second parameter α through a comparison with the corresponding results for the one-parameter Poisson-Dirichlet distribution and Dirichlet process. Keywords: GEM representation, Poisson-Dirichlet distribution, two parameter Poisson-Dirichlet distribution, Dirichlet processes, large deviation principles.

Abstract. This principal result in this article is that every Poisson-Dirichlet distribution PD(0, θ) is an asymptotically invariant distribution for a growing collection of independent Bessel square processes of dimension zero divided by their total sum, under the condition that the sum total of their initial values grows to infinity in probability. Implications in several areas of Probability theory have been discussed, including Brownian local time, Fernholz & Karatzas’s