An ergodic theorem for partially exchangeable random partitions

DOI10.1214/17-ECP95MaRDI QIDQ1689826zbMATH OpenOpenAlexWikidataFDO

Authors Jim Pitman, Yu. V. Yakubovich

Publication date 18 January 2018

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

Full work available at URL https://arxiv.org/abs/1707.00313, https://projecteuclid.org/euclid.ecp/1511406072

zbMATH Keywords

stationary distributionergodic theoremexchangeable random partitionspartially exchangeable random partitionsshifted partitions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probability theory on algebraic and topological structures (60B99) Ergodic theorems, spectral theory, Markov operators (37A30) Exchangeability for stochastic processes (60G09)

Abstract: We consider shifts $P{i}_{n,m}$ of a partially exchangeable random partition $P{i}_{i}nfty$ of $mathbbN$ obtained by restricting $P{i}_{i}nfty$ to $n+1,n+2,dots,n+m$ and then subtracting $n$ from each element to get a partition of $[m]:=1,ldots,m$. We show that for each fixed $m$ the distribution of $P{i}_{n,m}$ converges to the distribution of the restriction to $[m]$ of the exchangeable random partition of $mathbbN$ with the same ranked frequencies as $P{i}_{i}nfty$. As a consequence, the partially exchangeable random partition $P{i}_{i}nfty$ is exchangeable if and only if $P{i}_{i}nfty$ is stationary in the sense that for each fixed $m$ the distribution of $P{i}_{n,m}$ on partitions of $[m]$ is the same for all $n$. We also describe the evolution of the frequencies of a partially exchangeable random partition under the shift transformation. For an exchangeable random partition with proper frequencies, the time reversal of this evolution is the heaps process studied by Donnelly and others.

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• Increments of Random Partitions
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• Neighbour-dependent point shifts and random exchange models: invariance and attractors

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