A Consistent Markov Partition Process Generated from the Paintbox Process

DOI10.1239/JAP/1316796914MaRDI QIDQ3094692zbMATH OpenOpenAlexFDO

Authors Harry Crane

Publication date 25 October 2011

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.2413

zbMATH Keywords

Poisson-Dirichlet distributionEwens' partitionpaintboxpartition process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Exchangeability for stochastic processes (60G09)

Abstract: We study a family of Markov processes on $mathcal{P}^{(k)}$, the space of partitions of the natural numbers with at most $k$ blocks. The process can be constructed from a Poisson point process on $mathbb{R}^{+}imespro{d}_{i=1}^{k}mathcal{P}^{(k)}$ with intensity $dtotimesvarrh{o}_u^{(k)}$, where $varrh{o}_u$ is the distribution of the paintbox based on the probability measure $u$ on $masspartition$, the set of ranked-mass partitions of 1, and $varrh{o}_u^{(k)}$ is the product measure on $pro{d}_{i=1}^{k}mathcal{P}^{(k)}$. We show that these processes possess a unique stationary measure, and we discuss a particular set of reversible processes for which transition probabilities can be written down explicitly.

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Cited in

(8)

• Lipschitz partition processes
• Reversible Markov structures on divisible set partitions
• The cut-and-paste process
• Permanental partition models and Markovian Gibbs structures
• Generalized divide and color models
• The ubiquitous Ewens sampling formula
• Random partitions of the plane via Poissonian coloring and a self-similar process of coalescing planar partitions
• Some algebraic identities for the \({\alpha}\)-permanent

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