We consider a Markov chain on the space of (countable) partitions of the interval $[0,1]$, obtained first by size-biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the part uniformly (if the same part was sampled twice). We prove a conjecture of Vershik stating that the Poisson--Dirichlet law with
parameter $\theta=1$ is the unique invariant distribution for this Markov chain. Our proof uses a combination of probabilistic, combinatoric and representation-theoretic arguments.
@article{1079021468,
author = {Diaconis, Persi and Mayer-Wolf, Eddy and Zeitouni, Ofer and Zerner, Martin P. W.},
title = {The Poisson-Dirichlet law is the unique invariant distribution for uniform split-merge transformations},
journal = {Ann. Probab.},
volume = {32},
number = {1A},
year = {2004},
pages = { 915-938},
language = {en},
url = {http://dml.mathdoc.fr/item/1079021468}
}
Diaconis, Persi; Mayer-Wolf, Eddy; Zeitouni, Ofer; Zerner, Martin P. W. The Poisson-Dirichlet law is the unique invariant distribution for uniform split-merge transformations. Ann. Probab., Tome 32 (2004) no. 1A, pp. 915-938. http://gdmltest.u-ga.fr/item/1079021468/