中文

A dynamical characterization of Poisson-Dirichlet distributions

概率论 2010-11-09 v3

摘要

We show that a slight modification of a theorem of Ruzmaikina and Aizenman on competing particle systems on the real line leads to a characterization of Poisson-Dirichlet distributions PD(a,0)PD(a,0). Precisely, let ss be a proper random mass-partition i.e. a random sequence (si,iN)(s_i, i\in\N) such that s1s2...s_1\geq s_2\geq ... and isi=1\sum_i s_i=1 a.s. Consider WiiN{W_i}_{i\in\N}, an iid sequence of positive random variables with a density and such that E[Wλ]E[W^\lambda] is finite for all λR\lambda\in\R. It is shown that if the law of ss is invariant under a random multiplicative shift siWis_i W_i of the atoms followed by a renormalization, then it must be a mixture of Poisson-Dirichlet distribution PD(a,0)PD(a,0), a(0,1)a\in (0,1).

关键词

引用

@article{arxiv.math/0703741,
  title  = {A dynamical characterization of Poisson-Dirichlet distributions},
  author = {Louis-Pierre Arguin},
  journal= {arXiv preprint arXiv:math/0703741},
  year   = {2010}
}

备注

8 pages; final version accepted for publication