Coagulation–fragmentation duality, Poisson–Dirichlet distributions and random recursive trees
Dong, Rui ; Goldschmidt, Christina ; Martin, James B.
Ann. Appl. Probab., Tome 16 (2006) no. 1, p. 1733-1750 / Harvested from Project Euclid
In this paper we give a new example of duality between fragmentation and coagulation operators. Consider the space of partitions of mass (i.e., decreasing sequences of nonnegative real numbers whose sum is 1) and the two-parameter family of Poisson–Dirichlet distributions PD (α,θ) that take values in this space. We introduce families of random fragmentation and coagulation operators Fragα and Coagα,θ, respectively, with the following property: if the input to Fragα has PD (α,θ) distribution, then the output has PD (α,θ+1) distribution, while the reverse is true for Coagα,θ. This result may be proved using a subordinator representation and it provides a companion set of relations to those of Pitman between PD (α,θ) and PD (αβ,θ). Repeated application of the Fragα operators gives rise to a family of fragmentation chains. We show that these Markov chains can be encoded naturally by certain random recursive trees, and use this representation to give an alternative and more concrete proof of the coagulation–fragmentation duality.
Publié le : 2006-11-14
Classification:  Coagulation,  fragmentation,  Poisson–Dirichlet distributions,  recursive trees,  time reversal,  60J05,  60G51,  60C05,  05C05
@article{1169065205,
     author = {Dong, Rui and Goldschmidt, Christina and Martin, James B.},
     title = {Coagulation--fragmentation duality, Poisson--Dirichlet distributions and random recursive trees},
     journal = {Ann. Appl. Probab.},
     volume = {16},
     number = {1},
     year = {2006},
     pages = { 1733-1750},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1169065205}
}
Dong, Rui; Goldschmidt, Christina; Martin, James B. Coagulation–fragmentation duality, Poisson–Dirichlet distributions and random recursive trees. Ann. Appl. Probab., Tome 16 (2006) no. 1, pp.  1733-1750. http://gdmltest.u-ga.fr/item/1169065205/