English

Feller coupling of cycles and Poisson spacings

Probability 2020-11-16 v2

Abstract

Feller (1945) provided a coupling between the counts of cycles of various sizes in a uniform random permutation of [n][n] and the spacings between successes in a sequence of nn independent Bernoulli trials with success probability 1/n1/n at the nnth trial. Arratia, Barbour and Tavar\'e (1992) extended Feller's coupling, to associate cycles of random permutations governed by the Ewens (θ)(\theta) distribution with spacings derived from independent Bernoulli trials with success probability θ/(n1+θ)\theta/(n-1+\theta) at the nnth trial, and to conclude that in an infinite sequence of such trials, the numbers of spacings of length \ell are independent Poisson variables with means θ/\theta/\ell. Ignatov (1978) first discovered this remarkable result in the uniform case θ=1\theta = 1, by constructing Bernoulli (1/n)(1/n) trials as the indicators of record values in a sequence of i.i.d. uniform [0,1][0,1] variables. In the present article, the Poisson property of inhomogeneous Bernoulli spacings is explained by a variation of Ignatov's approach for a general θ>0\theta >0. Moreover, our approach naturally provides random permutations of infinite sets whose cycle counts are exactly given by independent Poisson random variables.

Keywords

Cite

@article{arxiv.1907.09587,
  title  = {Feller coupling of cycles and Poisson spacings},
  author = {Joseph Najnudel and Jim Pitman},
  journal= {arXiv preprint arXiv:1907.09587},
  year   = {2020}
}