Local hitting and conditioning in symmetric interval partitions. (Q1888778)

Palm distributions of regenerative sets with respect to their local time measures were considered in the earlier paper by the author [Ann. Probab. 27, No. 2, 945--969 (1999; Zbl 0953.60037)] as an application of the general duality theory between Palm measures and conditional intensity measures. In the present paper, the finite-interval counterparts of regenerative sets are examined, namely so-called symmetric interval partitions (exchangeable random sets) arising through conditioning in regenerative sets. They are perfect, closed random sets, \(\Xi \) say, in [0,1] of Lebesgue measure 0, such that the lengths of the connected components of their complements \(\Xi ^c\) occur in random order. They may be encountered in the theory of continuous-time exchangeability and also in game theory and were already extensively studied in the literature. The whole paper may be considered as a single proof of the main theorem showing how the Palm distribution \(Q_x\) of the associated local time random measure \(\xi \) (with support \(\Xi \)) may be approximated by elementary conditional distributions P\([\xi \in \cdot \mid \xi I>0]\) as a bounded Borel set \(I\rightarrow [x]\). Nevertheless, auxiliary results on conditional densities and hitting probabilities may also be of some interest.