Regenerative composition structures

• 成果类型: Article
• 署名作者: Gnedin, A; Pitman, J
• 署名单位: Utrecht University; University of California System; University of California Berkeley
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000801
• 发表日期: 2005
• 页码: 445-479
• 关键词: representation

摘要

A new class of random composition structures (the ordered analog of Kingman's partition structures) is defined by a regenerative description of component sizes. Each regenerative composition structure is represented by a process of random sampling of points from an exponential distribution on the positive halfline, and separating the points into clusters by an independent regenerative random set. Examples are composition structures derived from residual allocation models, including one associated with the Ewens sampling formula, and composition structures derived from the zero set of a Brownian motion or Bessel process. We provide characterization results and formulas relating the distribution of the regenerative composition to the Levy parameters of a subordinator whose range is the corresponding regenerative set. In particular, the only reversible regenerative composition structures are those associated with the interval partition of [0, 1] generated by excursions of a standard Bessel bridge of dimension 2 - 2 alpha for some alpha is an element of [0,1].