Open Access
November 2006 Coagulation–fragmentation duality, Poisson–Dirichlet distributions and random recursive trees
Rui Dong, Christina Goldschmidt, James B. Martin
Ann. Appl. Probab. 16(4): 1733-1750 (November 2006). DOI: 10.1214/105051606000000655

Abstract

In this paper we give a new example of duality between fragmentation and coagulation operators. Consider the space of partitions of mass (i.e., decreasing sequences of nonnegative real numbers whose sum is 1) and the two-parameter family of Poisson–Dirichlet distributions PD (α,θ) that take values in this space. We introduce families of random fragmentation and coagulation operators Fragα and Coagα,θ, respectively, with the following property: if the input to Fragα has PD (α,θ) distribution, then the output has PD (α,θ+1) distribution, while the reverse is true for Coagα,θ. This result may be proved using a subordinator representation and it provides a companion set of relations to those of Pitman between PD (α,θ) and PD (αβ,θ). Repeated application of the Fragα operators gives rise to a family of fragmentation chains. We show that these Markov chains can be encoded naturally by certain random recursive trees, and use this representation to give an alternative and more concrete proof of the coagulation–fragmentation duality.

Citation

Download Citation

Rui Dong. Christina Goldschmidt. James B. Martin. "Coagulation–fragmentation duality, Poisson–Dirichlet distributions and random recursive trees." Ann. Appl. Probab. 16 (4) 1733 - 1750, November 2006. https://doi.org/10.1214/105051606000000655

Information

Published: November 2006
First available in Project Euclid: 17 January 2007

zbMATH: 1123.60061
MathSciNet: MR2288702
Digital Object Identifier: 10.1214/105051606000000655

Subjects:
Primary: 60J05
Secondary: 05C05 , 60C05 , 60G51

Keywords: coagulation , fragmentation , Poisson–Dirichlet distributions , recursive trees , Time reversal

Rights: Copyright © 2006 Institute of Mathematical Statistics

Vol.16 • No. 4 • November 2006
Back to Top