Regenerative partition structures

We consider Kingman's partition structures which are regenerative with respect to a general operation of random deletion of some part. Prototypes of this class are the Ewens partition structures which Kingman characterised by regeneration after deletion of a part chosen by size-biased sampling. We associate each regenerative partition structure with a corresponding regenerative composition structure, which (as we showed in a previous paper) can be associated in turn with a regenerative random subset of the positive halfline, that is the closed range of a subordinator. A general regenerative partition structure is thus represented in terms of the Laplace exponent of an associated subordinator. We also analyse deletion properties characteristic of the two-parameter family of partition structures

Moments of convex distribution functions and completely alternating sequences

We solve the moment problem for convex distribution functions on $[0,1]$ in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the L\'{e}vy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.Comment: Published in at http://dx.doi.org/10.1214/193940307000000374 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Constrained exchangeable partitions

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown

A reversible allelic partition process and Pitman sampling formula

We introduce a continuous-time Markov chain describing dynamic allelic partitions which extends the branching process construction of the Pitman sampling formula in Pitman (2006) and the birth-and-death process with immigration studied in Karlin and McGregor (1967), in turn related to the celebrated Ewens sampling formula. A biological basis for the scheme is provided in terms of a population of individuals grouped into families, that evolves according to a sequence of births, deaths and immigrations. We investigate the asymptotic behaviour of the chain and show that, as opposed to the birth-and-death process with immigration, this construction maintains in the temporal limit the mutual dependence among the multiplicities. When the death rate exceeds the birth rate, the system is shown to have reversible distribution identified as a mixture of Pitman sampling formulae, with negative binomial mixing distribution on the population size. The population therefore converges to a stationary random configuration, characterised by a finite number of families and individuals.Comment: 17 pages, to appear in ALEA , Latin American Journal of Probability and Mathematical Statistic

Characterizations of exchangeable partitions and random discrete distributions by deletion properties

We prove a long-standing conjecture which characterises the Ewens-Pitman two-parameter family of exchangeable random partitions, plus a short list of limit and exceptional cases, by the following property: for each $n = 2,3, >...$, if one of $n$ individuals is chosen uniformly at random, independently of the random partition $\pi_n$ of these individuals into various types, and all individuals of the same type as the chosen individual are deleted, then for each $r > 0$, given that $r$ individuals remain, these individuals are partitioned according to $\pi_r'$ for some sequence of random partitions $(\pi_r')$ that does not depend on $n$. An analogous result characterizes the associated Poisson-Dirichlet family of random discrete distributions by an independence property related to random deletion of a frequency chosen by a size-biased pick. We also survey the regenerative properties of members of the two-parameter family, and settle a question regarding the explicit arrangement of intervals with lengths given by the terms of the Poisson-Dirichlet random sequence into the interval partition induced by the range of a neutral-to-the right process.Comment: 29 page

Asymptotic laws for compositions derived from transformed subordinators

A random composition of $n$ appears when the points of a random closed set $\widetilde{\mathcal{R}}\subset[0,1]$ are used to separate into blocks $n$ points sampled from the uniform distribution. We study the number of parts $K_n$ of this composition and other related functionals under the assumption that $\widetilde{\mathcal{R}}=\phi(S_{\bullet})$, where $(S_t,t\geq0)$ is a subordinator and $\phi:[0,\infty]\to[0,1]$ is a diffeomorphism. We derive the asymptotics of $K_n$ when the L\'{e}vy measure of the subordinator is regularly varying at 0 with positive index. Specializing to the case of exponential function $\phi(x)=1-e^{-x}$, we establish a connection between the asymptotics of $K_n$ and the exponential functional of the subordinator.Comment: Published at http://dx.doi.org/10.1214/009117905000000639 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent

We work in the context of the infinitely many alleles model. The allelic partition associated with a coalescent process started from n individuals is obtained by placing mutations along the skeleton of the coalescent tree; for each individual, we trace back to the most recent mutation affecting it and group together individuals whose most recent mutations are the same. The number of blocks of each of the different possible sizes in this partition is the allele frequency spectrum. The celebrated Ewens sampling formula gives precise probabilities for the allele frequency spectrum associated with Kingman's coalescent. This (and the degenerate star-shaped coalescent) are the only Lambda coalescents for which explicit probabilities are known, although they are known to satisfy a recursion due to Moehle. Recently, Berestycki, Berestycki and Schweinsberg have proved asymptotic results for the allele frequency spectra of the Beta(2-alpha,alpha) coalescents with alpha in (1,2). In this paper, we prove full asymptotics for the case of the Bolthausen-Sznitman coalescent.Comment: 26 pages, 1 figur