English

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 TT on the infinite-dimensional simplex Σ1\Sigma_1 of monotone non-negative sequences with unit sum. For a sequence xΣ1x\in\Sigma_1, it picks a size-biased sample (with replacement) of two elements of xx; 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 TT-trajectory of the \de\de-measure at the vector (1,0,0,...)(1,0,0,{...}) 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