Gibbs Partitions, Riemann-Liouville Fractional Operators, Mittag-Leffler Functions, And Fragmentations Derived From Stable Subordinators

JOURNAL OF APPLIED PROBABILITY(2021)

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摘要
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 alpha is an element of (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(alpha, theta), whose corresponding alpha-diversity/local time have generalized Mittag-Leffler distributions, denoted by ML(alpha, theta). 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 RiemannLiouville 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(alpha, theta) 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(alpha, theta) variables. Notably, this leads to an interpretation within the context of PD(alpha, theta) laws conditioned on Poisson point process counts over intervals of scaled lengths of the alpha-diversity.
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关键词
beta-gamma algebra, Brownian and Bessel processes, Gibbs partitions, Mittag-Leffler functions, stable Poisson-Kingman distributions
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