相关论文: Coagulation--fragmentation duality, Poisson--Diric…
The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…
Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
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…
We introduce and study multiple partition structures which are sequences of probability measures on families of Young diagrams subjected to a consistency condition. The multiple partition structures are generalizations of Kingman's…
Dual-tree wavelet decompositions have recently gained much popularity, mainly due to their ability to provide an accurate directional analysis of images combined with a reduced redundancy. When the decomposition of a random process is…
We develop a coagulation-fragmentation model to study a system composed of a small number of stochastic objects moving in a confined domain, that can aggregate upon binding to form local clusters of arbitrary sizes. A cluster can also…
Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…
We develop some theory of spinal decompositions of discrete and continuous fragmentation trees. Specifically, we consider a coarse and a fine spinal integer partition derived from spinal tree decompositions. We prove that for a…
In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…
In these expository notes, we describe some features of the multiplicative coalescent and its connection with random graphs and minimum spanning trees. We use Pitman's proof of Cayley's formula, which proceeds via a calculation of the…
We study a random fragmentation process and its associated random tree. The process has earlier been studied by Dean and Majumdar (J. Phys. A: Math. Gen., vol. 35, L501--L507), who found a phase transition: the number of fragmentations is…
Random discrete distributions, say $F,$ known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and…
We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(\alpha,\theta)$ distributions, for $\alpha\in (0,1)$ and…
We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…
The Poisson--Dirichlet distribution arises in many different areas. The parameter $\theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $\theta$ approaching…
Density operators are one of the key ingredients of quantum theory. They can be constructed in two ways: via a convex sum of 'doubled kets' (i.e. mixing), and by tracing out part of a 'doubled' two-system ket (i.e. dilation). Both…
We consider fragmentations of an R-tree $T$ driven by cuts arriving according to a Poisson process on $T \times [0, \infty)$, where the first co-ordinate specifies the location of the cut and the second the time at which it occurs. The…
Tree structures are ubiquitous in data across many domains, and many datasets are naturally modelled by unobserved tree structures. In this paper, first we review the theory of random fragmentation processes [Bertoin, 2006], and a number of…
We study a Dirichlet--Ferguson process $\zeta$ on a general phase space. First we reprove the chaos expansion from Peccati (2008), providing an explicit formula for the kernel functions. Then we proceed with developing a Malliavin calculus…