Exchangeable random partitions from max-infinitely-divisible distributions
Probability
2018-10-02 v2
Abstract
The hitting partitions are random partitions that arise from the investigation of so-called hitting scenarios of max-infinitely-divisible (max-i.d.)~distributions. We study a class of max-i.d.~laws with exchangeable hitting partitions obtained by size-biased sampling from the jumps of a L\'evy subordinator. We obtain explicit formulae for the distributions of these partitions in the case of the multivariate -logistic and another family of exchangeable max-i.d.\ distributions. Specifically, the hitting partitions for these two cases are shown to coincide with the well-known Poisson--Dirichlet partitions and .
Keywords
Cite
@article{arxiv.1806.05317,
title = {Exchangeable random partitions from max-infinitely-divisible distributions},
author = {Stilian Stoev and Yizao Wang},
journal= {arXiv preprint arXiv:1806.05317},
year = {2018}
}
Comments
9 pages, minor revision