A dynamical characterization of Poisson-Dirichlet distributions

DOI10.1214/ECP.V12-1300MaRDI QIDQ2461035zbMATH OpenFDO

Authors Louis-Pierre Arguin

Publication date 19 November 2007

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0703741, https://eudml.org/doc/128285

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57)

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 $PD(a,0)$. Precisely, let $s$ be a proper random mass-partition i.e. a random sequence $(s_i,iinN)$ such that $s_{1}geq{s}_{2}geq\mathrm{...}$ and $su{m}_i{s}_i=1$ a.s. Consider ${W_i}_{iinN}$, an iid sequence of positive random variables with a density and such that $E[W^{l}ambda]$ is finite for all $lambdainR$. It is shown that if the law of $s$ is invariant under a random multiplicative shift $s_i{W}_i$ of the atoms followed by a renormalization, then it must be a mixture of Poisson-Dirichlet distribution $PD(a,0)$, $ain(0,1)$.

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(7)

• A combinatorial analysis of interacting diffusions
• About thinning invariant partition structures
• On the structure of quasi-stationary competing particle systems
• Poisson-Dirichlet asymptotics in condensing particle systems
• The fixed points of branching Brownian motion
• A phase transition behavior for Brownian motions interacting through their ranks
• A stochastic Poisson structure

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