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Poisson-Kingman partitions

by: J. Pitman
In: Lecture Notes-Monograph SeriesInstitute of Mathematical Statistics (2003) , p. 1--34.
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Abstract

This paper presents some general formulas for random partitions of a finite set derived by Kingman's model of random sampling from an interval partition generated by subintervals whose lengths are the points of a Poisson point process. These lengths can be also interpreted as the jumps of a subordinator, that is an increasing process with stationary independent increments. Examples include the two-parameter family of Poisson-Dirichlet models derived from the Poisson process of jumps of a stable sub- ordinator. Applications are made to the random partition generated by the lengths of excursions of a Brownian motion or Brownian bridge conditioned on its local time at zero.

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{Poisson-Kingman partitions}

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