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 subordinator. 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.
%0 Generic
%1 arXiv:math.PR/0210396
%A Pitman, Jim
%D 2002
%K author_pitman_from_arxiv
%T Poisson-Kingman partitions.
%U http://arxiv.org/abs/math.PR/0210396
%X 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 subordinator. 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.
@misc{arXiv:math.PR/0210396,
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 subordinator. 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.},
added-at = {2008-01-25T05:29:59.000+0100},
arxiv = {arXiv:math.PR/0210396},
author = {Pitman, Jim},
biburl = {https://www.bibsonomy.org/bibtex/20e76325fa21196ac8f4b1996a7a0e572/pitman},
interhash = {394307d425da6cdd70be8fda0a532a2b},
intrahash = {0e76325fa21196ac8f4b1996a7a0e572},
keywords = {author_pitman_from_arxiv},
timestamp = {2008-01-25T05:33:08.000+0100},
title = {{Poisson-Kingman partitions.}},
url = {http://arxiv.org/abs/math.PR/0210396},
year = 2002
}