TY - JOUR
T1 - Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators
AU - Ho, Man Wai
AU - James, Lancelot F.
AU - Lau, John W.
PY - 2021/6
Y1 - 2021/6
N2 - Pitman (2003), and subsequently Gnedin and Pitman (2006), showed that a large class of random partitions of the integers derived from a stable subordinator of index α ϵ (0, 1) have infinite Gibbs (product) structure as a characterizing feature. The most notable case are random partitions derived from the two-parameter Poisson-Dirichlet distribution PD(α, ∞), whose corresponding α-diversity/local time have generalized Mittag-Leffler distributions, denoted by ML(α, ∞). Our aim in this work is to provide indications on the utility of the wider class of Gibbs partitions as it relates to a study of Riemann-Liouville fractional integrals and size-biased sampling, and in decompositions of special functions, and its potential use in the understanding of various constructions of more exotic processes. We provide characterizations of general laws associated with nested families of PD(α, ∞) mass partitions that are constructed from fragmentation operations described in Dong et al. (2014). These operations are known to be related in distribution to various constructions of discrete random trees/graphs in [n], and their scaling limits. A centerpiece of our work is results related to Mittag-Leffler functions, which play a key role in fractional calculus and are otherwise Laplace transforms of the ML(α, ∞) variables. Notably, this leads to an interpretation within the context of PD(α, ∞) laws conditioned on Poisson point process counts over intervals of scaled lengths of the α-diversity.
AB - Pitman (2003), and subsequently Gnedin and Pitman (2006), showed that a large class of random partitions of the integers derived from a stable subordinator of index α ϵ (0, 1) have infinite Gibbs (product) structure as a characterizing feature. The most notable case are random partitions derived from the two-parameter Poisson-Dirichlet distribution PD(α, ∞), whose corresponding α-diversity/local time have generalized Mittag-Leffler distributions, denoted by ML(α, ∞). Our aim in this work is to provide indications on the utility of the wider class of Gibbs partitions as it relates to a study of Riemann-Liouville fractional integrals and size-biased sampling, and in decompositions of special functions, and its potential use in the understanding of various constructions of more exotic processes. We provide characterizations of general laws associated with nested families of PD(α, ∞) mass partitions that are constructed from fragmentation operations described in Dong et al. (2014). These operations are known to be related in distribution to various constructions of discrete random trees/graphs in [n], and their scaling limits. A centerpiece of our work is results related to Mittag-Leffler functions, which play a key role in fractional calculus and are otherwise Laplace transforms of the ML(α, ∞) variables. Notably, this leads to an interpretation within the context of PD(α, ∞) laws conditioned on Poisson point process counts over intervals of scaled lengths of the α-diversity.
KW - beta-gamma algebra
KW - Brownian and Bessel processes
KW - Gibbs partitions
KW - Mittag-Leffler functions
KW - stable Poisson-Kingman distributions
UR - http://www.scopus.com/inward/record.url?scp=85104196763&partnerID=8YFLogxK
U2 - 10.1017/jpr.2020.93
DO - 10.1017/jpr.2020.93
M3 - Article
AN - SCOPUS:85104196763
SN - 0021-9002
VL - 58
SP - 314
EP - 334
JO - Journal of Applied Probability
JF - Journal of Applied Probability
IS - 2
ER -