English

Characterizations of exchangeable partitions and random discrete distributions by deletion properties

Probability 2009-11-20 v2

Abstract

We prove a long-standing conjecture which characterises the Ewens-Pitman two-parameter family of exchangeable random partitions, plus a short list of limit and exceptional cases, by the following property: for each n=2,3,>...n = 2,3, >..., if one of nn individuals is chosen uniformly at random, independently of the random partition πn\pi_n of these individuals into various types, and all individuals of the same type as the chosen individual are deleted, then for each r>0r > 0, given that rr individuals remain, these individuals are partitioned according to πr\pi_r' for some sequence of random partitions (πr)(\pi_r') that does not depend on nn. An analogous result characterizes the associated Poisson-Dirichlet family of random discrete distributions by an independence property related to random deletion of a frequency chosen by a size-biased pick. We also survey the regenerative properties of members of the two-parameter family, and settle a question regarding the explicit arrangement of intervals with lengths given by the terms of the Poisson-Dirichlet random sequence into the interval partition induced by the range of a neutral-to-the right process.

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Cite

@article{arxiv.0909.3642,
  title  = {Characterizations of exchangeable partitions and random discrete distributions by deletion properties},
  author = {Alexander Gnedin and Chris Haulk and Jim Pitman},
  journal= {arXiv preprint arXiv:0909.3642},
  year   = {2009}
}

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29 pages