An ergodic theorem for partially exchangeable random partitions

被引:0
|
作者
Pitman, Jim [1 ]
Yakubovich, Yuri [2 ]
机构
[1] Univ Calif Berkeley, Dept Stat, 367 Evans Hall 3860, Berkeley, CA 94720 USA
[2] St Petersburg State Univ, 7-9 Univ Nab, St Petersburg 199034, Russia
关键词
partially exchangeable random partitions; exchangeable random partitions; ergodic theorem; stationary distribution; shifted partitions; DISTRIBUTIONS;
D O I
10.1214/17-ECP95
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
We consider shifts Pi(n,m) of a partially exchangeable random partition Pi(infinity) of N obtained by restricting Pi(infinity) to {n + 1; n + 2,..., n + m} and then subtracting n from each element to get a partition of [ m] : = {1,..., m}. We show that for each fixed m the distribution of Pi(n,m) converges to the distribution of the restriction to [ m] of the exchangeable random partition of N with the same ranked frequencies as Pi(infinity). As a consequence, the partially exchangeable random partition Pi(infinity) is exchangeable if and only if Pi(infinity) is stationary in the sense that for each fixed m the distribution of Pi(n, m) on partitions of [ m] is the same for all n. We also describe the evolution of the frequencies of a partially exchangeable random partition under the shift transformation. For an exchangeable random partition with proper frequencies, the time reversal of this evolution is the heaps process studied by Donnelly and others.
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页数:10
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