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A spectral decomposition for the block counting process of the Bolthausen-Sznitman coalescent


 
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1. Title Title of document A spectral decomposition for the block counting process of the Bolthausen-Sznitman coalescent
 
2. Creator Author's name, affiliation, country Martin Möhle; University of Tübingen, Germany; Germany
 
2. Creator Author's name, affiliation, country Helmut Pitters; University of Oxford, UK; United Kingdom
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) absorption time; Bolthausen-Sznitman coalescent; Green matrix; hitting probabilities; spectral decomposition; Stirling numbers
 
3. Subject Subject classification 60J27; 60C05; 05C05; 92D15
 
4. Description Abstract A spectral decomposition for the generator and the transition probabilities of the block counting process of the Bolthausen-Sznitman coalescent is derived. This decomposition is closely related to the Stirling numbers of the first and second kind. The proof is based on generating functions and exploits a certain factorization property of the Bolthausen-Sznitman coalescent. As an application we derive a formula for the hitting probability $h(i,j)$ that the block counting process of the Bolthausen-Sznitman coalescent ever visits state $j$ when started from state $i\ge j$. Moreover, explicit formulas are derived for the moments and the distribution function of the absorption time $\tau_n$ of the Bolthausen-Sznitman coalescent started in a partition with $n$ blocks. We provide an elementary proof for the well known convergence of $\tau_n-\log\log n$ in distribution to the standard Gumbel distribution. It is shown that the speed of this convergence is of order $1/\log n$.
 
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7. Date (YYYY-MM-DD) 2014-07-23
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3464
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3464
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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