Article,

Coalescents with multiple collisions

.
Ann. Probab., 27 (4): 1870--1902 (1999)

Abstract

For each finite measure $Łambda$ on $0,1$, the $Łambda$-coalescent Markov process, with state space the compact set of all partitions of $N$, is constructed in such a way that the restriction of the partition to each finite subset of $N$ is a Markov chain, with the following transition rates: when the partition has $b$ blocks, each $k$-tuple of blocks is merging to form a single block at rate $ınt^1_0x^k-2(1-x)^b-kŁambda(dx)$ see also S. N. Evans and J. W. Pitman, Ann. Inst. H. Poincaré Probab. Statist. 34 (1998), no. 3, 339--383; MR1625867 (99k:60184); and S. Sagitov, J. Appl. Probab. 36 (1999), no. 4, 1116--1125; MR1742154 (2001f:92019). Examples include Kingman's coalescent, where $Łambda$ is the unit mass at $0$, and the Bolthausen-Sznitman coalescent, where $Łambda=U$, the uniform distribution on $0,1$. The two-parameter Poisson-Dirichlet family of random discrete distributions derived from a stable subordinator, and corresponding exchangeable random partitions of $N$ governed by a generalization of the Ewens sampling formula are applied to describe transition mechanisms for processes of coalescence and fragmentation, including the $U$-coalescent and its time reversal.

Tags

Users

  • @pitman
  • @peter.ralph

Comments and Reviews