Partition structures derived from Brownian motion and stable subordinators

被引:44
作者
Pitman, J
机构
[1] Department of Statistics, University of California, Berkeley, 94720, CA
基金
美国国家科学基金会;
关键词
composition; excursion; local time; random set; renewal;
D O I
10.2307/3318653
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Explicit formulae are obtained for the distribution of various random partitions of a positive integer n, both ordered and unordered, derived from the zero set M of a Brownian motion by the following scheme: pick n points uniformly at random from [0, 1], and classify them by whether they fall in the same or different component intervals of the complement of M. Corresponding results are obtained for M the range of a stable subordinator and for bridges defined by conditioning on 1 is an element of M. These formulae are related to discrete renewal theory by a general method of discretizing a subordinator using the points of an independent homogeneous Poisson process.
引用
收藏
页码:79 / 96
页数:18
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