English

Self-similar and Markov composition structures

Probability 2007-05-23 v1

Abstract

The bijection between composition structures and random closed subsets of the unit interval implies that the composition structures associated with S[0,1]S \cap [0,1] for a self-similar random set SR+S\subset {\mathbb R}_+ are those which are consistent with respect to a simple truncation operation. Using the standard coding of compositions by finite strings of binary digits starting with a 1, the random composition of nn is defined by the first nn terms of a random binary sequence of infinite length. The locations of 1s in the sequence are the places visited by an increasing time-homogeneous Markov chain on the positive integers if and only if S=exp(W)S = \exp(-W) for some stationary regenerative random subset WW of the real line. Complementing our study in previous papers, we identify self-similar Markovian composition structures associated with the two-parameter family of partition structures.

Keywords

Cite

@article{arxiv.math/0505687,
  title  = {Self-similar and Markov composition structures},
  author = {Alexander Gnedin and Jim Pitman},
  journal= {arXiv preprint arXiv:math/0505687},
  year   = {2007}
}

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16 pages