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Pitman~(1999) describes a duality relationship between fragmentation and coagulation operators. An explicit relationship is described for the two-parameter Poisson-Dirichlet laws, with parameters {\footnotesize $(\alpha,\theta)$} and…

Probability · Mathematics 2007-05-23 Man-Wai Ho , Lancelot F. James , John W. Lau

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

Probability · Mathematics 2024-06-10 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

Probability · Mathematics 2015-09-11 Richard S. Ellis , Shlomo Ta'asan

In the present paper, we consider the Pearson chi-square statistic defined on a finite alphabet which is assumed to dynamically vary as the sample size increases, and establish its moderate deviation principle.

Statistics Theory · Mathematics 2025-08-19 Zhenhong Yu , Yu Miao

We present new, exceptionally efficient proofs of Poisson--Dirichlet limit theorems for the scaled sizes of irreducible components of random elements in the classic combinatorial contexts of arbitrary assemblies, multisets, and selections,…

Probability · Mathematics 2014-01-09 Richard Arratia , Fred Kochman

In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…

Probability · Mathematics 2025-02-13 Markus Kuba

The Gamma-Dirichlet structure corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process…

Probability · Mathematics 2011-12-21 Shui Feng , Fang Xu

The two-parameter Poisson--Dirichlet diffusion, introduced in 2009 by Petrov, extends the infinitely-many-neutral-alleles diffusion model, related to Kingman's one-parameter Poisson--Dirichlet distribution and to certain Fleming--Viot…

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered data. Each group is modelled through a level two Dirichlet…

Probability · Mathematics 2022-10-25 Shui Feng

We investigate a model of random spatial permutations on two-dimensional tori, and establish that the joint distribution of large cycles is asymptotically given by the Poisson--Dirichlet distribution with parameter one. The asymmetry of the…

Probability · Mathematics 2024-06-18 Alan Hammond , Tyler Helmuth

The recently introduced two-parameter Poisson-Dirichlet diffusion extends the infinitely-many-neutral-alleles model, related to Kingman's distribution and to Fleming-Viot processes. The role of the additional parameter has been shown to…

Probability · Mathematics 2016-01-26 Pierpaolo De Blasi , Matteo Ruggiero , Dario Spano'

We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Paul Chleboun , Stefan Grosskinsky

In this paper we produce precise large deviation estimates through the lens of mod-Poisson convergence. We apply a general result to various examples from number theory, Dedekind domains and polynomials over finite fields when an element is…

Number Theory · Mathematics 2025-11-19 Michael Cranston , Mariia Khodiakova

Consider the random Dirichlet partition of the interval into $n$ fragments with parameter $\theta >0$. We recall the unordered Ewens sampling formulae from finite Dirichlet partitions. As this is a key variable for estimation purposes,…

Methodology · Statistics 2008-09-25 Thierry Huillet , Christian Paroissin

The aim of the paper is to introduce a two-parameter family of infinite-dimensional diffusion processes X(alpha,theta) related to Pitman's two-parameter Poisson-Dirichlet distributions PD(alpha,theta). The diffusions X(alpha,theta) are…

Probability · Mathematics 2010-02-08 Leonid Petrov

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We define a generalized Golomb--Dickman constant $\lambda_{\theta}$ as the limiting expected proportion of the longest cycle in random permutations under the Ewens measure with parameter $\theta > 0$. Exploiting the independence properties…

Probability · Mathematics 2026-05-22 José Ricardo G. Mendonça , Luis Jehiel Negret

The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…

Probability · Mathematics 2009-09-29 Lancelot F. James , Antonio Lijoi , Igor Prünster

The hierarchical Dirichlet process is a discrete random measure used as a prior in Bayesian nonparametrics and motivated by the study of groups of clustered data. We study the asymptotic behavior of the power sum symmetric polynomials for…

Probability · Mathematics 2025-08-29 Shui Feng , J. E. Paguyo