English

A compound Poisson perspective of Ewens-Pitman sampling model

Probability 2021-11-05 v1

Abstract

The Ewens-Pitman sampling model (EP-SM) is a distribution for random partitions of the set {1,,n}\{1,\ldots,n\}, with nNn\in\mathbb{N}, which is index by real parameters α\alpha and θ\theta such that either α[0,1)\alpha\in[0,1) and θ>α\theta>-\alpha, or α<0\alpha<0 and θ=mα\theta=-m\alpha for some mNm\in\mathbb{N}. For α=0\alpha=0 the EP-SM reduces to the celebrated Ewens sampling model (E-SM), which admits a well-known compound Poisson perspective in terms of the log-series compound Poisson sampling model (LS-CPSM). In this paper, we consider a generalization of the LS-CPSM, which is referred to as the negative Binomial compound Poisson sampling model (NB-CPSM), and we show that it leads to extend the compound Poisson perspective of the E-SM to the more general EP-SM for either α(0,1)\alpha\in(0,1), or α<0\alpha<0. The interplay between the NB-CPSM and the EP-SM is then applied to the study of the large nn asymptotic behaviour of the number of blocks in the corresponding random partitions, leading to a new proof of Pitman's α\alpha diversity. We discuss the proposed results, and conjecture that analogous compound Poisson representations may hold for the class of α\alpha-stable Poisson-Kingman sampling models, of which the EP-SM is a noteworthy special case.

Keywords

Cite

@article{arxiv.2111.02731,
  title  = {A compound Poisson perspective of Ewens-Pitman sampling model},
  author = {Emanuele Dolera and Stefano Favaro},
  journal= {arXiv preprint arXiv:2111.02731},
  year   = {2021}
}

Comments

14 pages

R2 v1 2026-06-24T07:25:47.771Z