On the simplest split-merge operator on the infinite-dimensional simplex
Probability
2007-05-23 v1
Abstract
We consider the simplest split-merge Markov operator on the infinite-dimensional simplex of monotone non-negative sequences with unit sum. For a sequence , it picks a size-biased sample (with replacement) of two elements of ; if these elements are distinct, it merges them and reorders the sequence, and if the same element is picked twice, it splits this element uniformly into two parts and reorders the sequence. We prove that the means along the -trajectory of the -measure at the vector converge to the Poisson--Dirichlet distribution PD(1).
Cite
@article{arxiv.math/0106005,
title = {On the simplest split-merge operator on the infinite-dimensional simplex},
author = {Natalia Tsilevich},
journal= {arXiv preprint arXiv:math/0106005},
year = {2007}
}
Comments
PDMI preprint 03/2001, 12 pages