Results 1  10
of
15
The twoparameter PoissonDirichlet distribution derived from a stable subordinator.
, 1995
"... The twoparameter PoissonDirichlet distribution, denoted pd(ff; `), is a distribution on the set of decreasing positive sequences with sum 1. The usual PoissonDirichlet distribution with a single parameter `, introduced by Kingman, is pd(0; `). Known properties of pd(0; `), including the Markov ..."
Abstract

Cited by 221 (37 self)
 Add to MetaCart
The twoparameter PoissonDirichlet distribution, denoted pd(ff; `), is a distribution on the set of decreasing positive sequences with sum 1. The usual PoissonDirichlet distribution with a single parameter `, introduced by Kingman, is pd(0; `). Known properties of pd(0; `), including the Markov chain description due to VershikShmidtIgnatov, are generalized to the twoparameter case. The sizebiased 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...
The Standard Additive Coalescent
, 1997
"... Regard an element of the set \Delta := f(x 1 ; x 2 ; : : :) : x 1 x 2 : : : 0; X i x i = 1g as a fragmentation of unit mass into clusters of masses x i . The additive coalescent of Evans and Pitman (1997) is the \Deltavalued Markov process in which pairs of clusters of masses fx i ; x j g mer ..."
Abstract

Cited by 63 (22 self)
 Add to MetaCart
Regard an element of the set \Delta := f(x 1 ; x 2 ; : : :) : x 1 x 2 : : : 0; X i x i = 1g as a fragmentation of unit mass into clusters of masses x i . The additive coalescent of Evans and Pitman (1997) is the \Deltavalued Markov process in which pairs of clusters of masses fx i ; x j g merge into a cluster of mass x i +x j at rate x i +x j . They showed that a version (X 1 (t); \Gamma1 ! t ! 1) of this process arises as a n !1 weak limit of the process started at time \Gamma 1 2 log n with n clusters of mass 1=n. We show this standard additive coalescent may be constructed from the continuum random tree of Aldous (1991,1993) by Poisson splitting along the skeleton of the tree. We describe the distribution of X 1 (t) on \Delta at a fixed time t. We show that the size of the cluster containing a given atom, as a process in t, has a simple representation in terms of the stable subordinator of index 1=2. As t ! \Gamma1, we establish a Gaussian limit for (centered and norm...
Construction Of Markovian Coalescents
 Ann. Inst. Henri Poincar'e
, 1997
"... Partitionvalued and measurevalued coalescent Markov processes are constructed whose state describes the decomposition of a finite total mass m into a finite or countably infinite number of masses with sum m, and whose evolution is determined by the following intuitive prescription: each pair of ma ..."
Abstract

Cited by 44 (20 self)
 Add to MetaCart
Partitionvalued and measurevalued coalescent Markov processes are constructed whose state describes the decomposition of a finite total mass m into a finite or countably infinite number of masses with sum m, and whose evolution is determined by the following intuitive prescription: each pair of masses of magnitudes x and y runs the risk of a binary collision to form a single mass of magnitude x+y at rate (x; y), for some nonnegative, symmetric collision rate kernel (x; y). Such processes with finitely many masses have been used to model polymerization, coagulation, condensation, and the evolution of galactic clusters by gravitational attraction. With a suitable choice of state space, and under appropriate restrictions on and the initial distribution of mass, it is shown that such processes can be constructed as Feller or Fellerlike processes. A number of further results are obtained for the additive coalescent with collision kernel (x; y) = x + y. This process, which arises fro...
Coalescent Random Forests
 J. COMBINATORIAL THEORY A
, 1998
"... Various enumerations of labeled trees and forests, including Cayley's formula n n\Gamma2 for the number of trees labeled by [n], and Cayley's multinomial expansion over trees, are derived from the following coalescent construction of a sequence of random forests (R n ; R n\Gamma1 ; : : : ; R 1 ..."
Abstract

Cited by 38 (18 self)
 Add to MetaCart
Various enumerations of labeled trees and forests, including Cayley's formula n n\Gamma2 for the number of trees labeled by [n], and Cayley's multinomial expansion over trees, are derived from the following coalescent construction of a sequence of random forests (R n ; R n\Gamma1 ; : : : ; R 1 ) such that R k has uniform distribution over the set of all forests of k rooted trees labeled by [n]. Let R n be the trivial forest with n root vertices and no edges. For n k 2, given that R n ; : : : ; R k have been defined so that R k is a rooted forest of k trees, define R k\Gamma1 by addition to R k of a single edge picked uniformly at random from the set of n(k \Gamma 1) edges which when added to R k yield a rooted forest of k \Gamma 1 trees. This coalescent construction is related to a model for a physical process of clustering or coagulation, the additive coalescent in which a system of masses is subject to binary coalescent collisions, with each pair of masses of magnitude...
On the Relative Lengths of Excursions Derived From a Stable Subordinator
, 1996
"... Results are obtained concerning the distribution of ranked relative lengths of excursions of a recurrent Markov process from a point in its state space whose inverse local time process is a stable subordinator. It is shown that for a large class of random times T the distribution of relative excursi ..."
Abstract

Cited by 15 (6 self)
 Add to MetaCart
Results are obtained concerning the distribution of ranked relative lengths of excursions of a recurrent Markov process from a point in its state space whose inverse local time process is a stable subordinator. It is shown that for a large class of random times T the distribution of relative excursion lengths prior to T is the same as if T were a fixed time. It follows that the generalized arcsine laws of Lamperti extend to such random times T . For some other random times T , absolute continuity relations are obtained which relate the law of the relative lengths at time T to the law at a fixed time. 1 Introduction Following Lamperti [10], Wendel [24], Kingman [7], Knight [8], PermanPitman Yor [12, 13, 15], consider the sequence V 1 (T ) V 2 (T ) \Delta \Delta \Delta (1) of ranked lengths of component intervals of the set [0; T ]nZ, where T is a strictly positive random time, and Z is the zero set of a Markov process X started at zero, such as a Brownian motion or Bessel process,...
Random Discrete Distributions Derived From SelfSimilar Random Sets
 Electronic J. Probability
, 1996
"... : 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 PoissonDirichlet distribution and the distribution of ranked lengths of excursions of a Brownian motion or recurrent Bessel process. Let V n be the length ..."
Abstract

Cited by 14 (10 self)
 Add to MetaCart
: 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 PoissonDirichlet 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. nonempty random closed of (0; 1) of Lebesgue measure 0, and Z is selfsimilar, 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...
PoissonKingman Partitions
 of Lecture NotesMonograph Series
, 2002
"... This paper presents some general formulas for random partitions of a finite set derived by Kingman's model of random sampling from an interval partition generated by subintervals whose lengths are the points of a Poisson point process. These lengths can be also interpreted as the jumps of a subordin ..."
Abstract

Cited by 11 (3 self)
 Add to MetaCart
This paper presents some general formulas for random partitions of a finite set derived by Kingman's model of random sampling from an interval partition generated by subintervals whose lengths are the points of a Poisson point process. These lengths can be also interpreted as the jumps of a subordinator, that is an increasing process with stationary independent increments. Examples include the twoparameter family of PoissonDirichlet models derived from the Poisson process of jumps of a stable subordinator. Applications are made to the random partition generated by the lengths of excursions of a Brownian motion or Brownian bridge conditioned on its local time at zero.
The PoissonDirichlet distribution and the scaleinvariant Poisson process
 COMBIN. PROBAB. COMPUT
, 1999
"... We show that the Poisson–Dirichlet distribution is the distribution of points in a scaleinvariant Poisson process, conditioned on the event that the sum T of the locations of the points in (0,1] is 1. This extends to a similar result, rescaling the locations by T, and conditioning on the event that ..."
Abstract

Cited by 8 (1 self)
 Add to MetaCart
We show that the Poisson–Dirichlet distribution is the distribution of points in a scaleinvariant Poisson process, conditioned on the event that the sum T of the locations of the points in (0,1] is 1. This extends to a similar result, rescaling the locations by T, and conditioning on the event that T � 1. Restricting both processes to (0,β] for 0 <β � 1, we give an explicit formula for the total variation distance between their distributions. Connections between various representations of the Poisson–Dirichlet process are discussed.
The Asymptotic Distribution of the Diameter of a Random Mapping
, 2002
"... The asymptotic distribution of the diameter of the digraph of a uniformly distributed random mapping of an nelement set to itself is represented as the distribution of a functional of a reflecting Brownian bridge. This yields a formula for the Mellin transform of the asymptotic distribution, ge ..."
Abstract

Cited by 5 (3 self)
 Add to MetaCart
The asymptotic distribution of the diameter of the digraph of a uniformly distributed random mapping of an nelement set to itself is represented as the distribution of a functional of a reflecting Brownian bridge. This yields a formula for the Mellin transform of the asymptotic distribution, generalizing the evaluation of its mean by Flajolet and Odlyzko (1990).
On the lengths of excursions of some Markov processes
 In S'eminaire de Probabilit'es XXXI
, 1996
"... Results are obtained regarding the distribution of the ranked lengths of component intervals in the complement of the random set of times when a recurrent Markov process returns to its starting point. Various martingales are described in terms of the L'evy measure of the Poisson point process of int ..."
Abstract

Cited by 4 (3 self)
 Add to MetaCart
Results are obtained regarding the distribution of the ranked lengths of component intervals in the complement of the random set of times when a recurrent Markov process returns to its starting point. Various martingales are described in terms of the L'evy measure of the Poisson point process of interval lengths on the local time scale. The martingales derived from the zero set of a onedimensional diffusion are related to martingales studied by Az'ema and Rainer. Formulae are obtained which show how the distribution of interval lengths is affected when the underlying process is subjected to a Girsanov transformation. In particular, results for the zero set of an OrnsteinUhlenbeck process or a CoxIngersollRoss process are derived from results for a Brownian motion or recurrent Bessel process, when the zero set is the range of a stable subordinator. 1 Introduction Let Z be the random set of times that a recurrent diffusion process X returns to its starting state 0. For a fixed or ra...