English

Exchangeable random partitions from max-infinitely-divisible distributions

Probability 2018-10-02 v2

Abstract

The hitting partitions are random partitions that arise from the investigation of so-called hitting scenarios of max-infinitely-divisible (max-i.d.)~distributions. We study a class of max-i.d.~laws with exchangeable hitting partitions obtained by size-biased sampling from the jumps of a L\'evy subordinator. We obtain explicit formulae for the distributions of these partitions in the case of the multivariate α\alpha-logistic and another family of exchangeable max-i.d.\ distributions. Specifically, the hitting partitions for these two cases are shown to coincide with the well-known Poisson--Dirichlet partitions PD(α,0), α(0,1){\rm PD}(\alpha,0),\ \alpha\in (0,1) and PD(0,θ), θ>0{\rm PD}(0,\theta),\ \theta>0.

Keywords

Cite

@article{arxiv.1806.05317,
  title  = {Exchangeable random partitions from max-infinitely-divisible distributions},
  author = {Stilian Stoev and Yizao Wang},
  journal= {arXiv preprint arXiv:1806.05317},
  year   = {2018}
}

Comments

9 pages, minor revision

R2 v1 2026-06-23T02:29:27.983Z