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 . Precisely, let be a proper random mass-partition i.e. a random sequence such that and a.s. Consider , an iid sequence of positive random variables with a density and such that is finite for all . It is shown that if the law of is invariant under a random multiplicative shift of the atoms followed by a renormalization, then it must be a mixture of Poisson-Dirichlet distribution , .
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