A dynamical characterization of Poisson-Dirichlet distributions
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1. | Title | Title of document | A dynamical characterization of Poisson-Dirichlet distributions |
2. | Creator | Author's name, affiliation, country | Louis-Pierre Arguin; Princeton University |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Point processes, Poisson-Dirichlet distributions |
3. | Subject | Subject classification | 60G55; 60G57 |
4. | Description | Abstract | We show that a slight modification of a theorem of Ruzmaikina and Aizenman on competing particle systems on the real line leads to a characterization of Poisson-Dirichlet distributions $PD(\alpha,0)$. Precisely, let $\xi$ be a proper random mass-partition i.e. a random sequence $(\xi_i,i\in N)$ such that $\xi_1 \geq \xi_2 \geq \dots \geq 0$ and $\sum_i \xi_i =1$ a.s. Consider $\{W_i\}_{i\in N}$, an iid sequence of random positive numbers whose distribution is absolutely continuous with respect to the Lebesgue measure and $E[W^\lambda]<\infty$ for all $\lambda \in R$. It is shown that, if the law of $\xi$ is invariant under the random reshuffling $$( \xi_i , i \in N) \to \left(\frac{\xi_i W_i}{\sum_j \xi_jW_j } , i \in N \right)$$ where the weights are reordered after evolution, then it must be a mixture of Poisson-Dirichlet distributions $PD(\alpha,0), \alpha\in(0,1)$. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | NSERC Canada; FQRNT Quebec; NSF |
7. | Date | (YYYY-MM-DD) | 2007-09-21 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1300 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v12-1300 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 12 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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