Renewal sequences and record chains related to multiple zeta sums

DOI10.1090/TRAN/7516MaRDI QIDQ4633604zbMATHOpenAlexFDO

Authors Jean-Jil Duchamps, Wenpin Tang, Jim Pitman

Publication date 3 May 2019

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.07776

zbMATH Keywords

occupation timeMarkov chainsmultiple zeta valuesrandom permutationsrenewal sequencesRiemann zeta valuesGEM modelrecord chains

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Combinatorial probability (60C05) (zeta (s)) and (L(s, chi)) (11M06)

Abstract: For the random interval partition of $[0,1]$ generated by the uniform stick-breaking scheme known as GEM$(1)$, let $u_k$ be the probability that the first $k$ intervals created by the stick-breaking scheme are also the first $k$ intervals to be discovered in a process of uniform random sampling of points from $[0,1]$. Then $u_k$ is a renewal sequence. We prove that $u_k$ is a rational linear combination of the real numbers $1,zeta(2),ldots,zeta(k)$ where $zeta$ is the Riemann zeta function, and show that $u_k$ has limit $1/3$ as $koinfty$. Related results provide probabilistic interpretations of some multiple zeta values in terms of a Markov chain derived from the interval partition. This Markov chain has the structure of a weak record chain. Similar results are given for the GEM$(heta)$ model, with beta$(1,heta)$ instead of uniform stick-breaking factors, and for another more algebraic derivation of renewal sequences from the Riemann zeta function.

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Cited in

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