IJPAM: Volume 24, No. 2 (2005)

RANDOM PARTITIONING PROBLEMS INVOLVING
POISSON POINT PROCESSES ON THE INTERVAL

Thierry Huillet
Laboratoire de Physique Théorique et Modélisation
CNRS-UMR 8089 et Université de Cergy-Pontoise
2 Avenue Adolphe Chauvin, 95032, Cergy-Pontoise, FRANCE
e-mail: Thierry.Huillet@ptm.u-cergy.fr


Abstract.Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual share is necessarily bounded from above by $1$. This random partitioning model can naturally be identified with the study of infinitely divisible random variables with Lévy measure concentrated on the interval$.$ Special emphasis is put on these special partitioning models in the Poisson-Kingman class. The masses attached to the atoms of such partitions are sorted in decreasing order. Considering nearest-neighbors spacings yields a partition of unity which also deserves special interest. For such partition models, various statistical questions are addressed among which: correlation structure, cumulative energy of the first $K$ largest items, partition function, threshold and covering statistics, weighted partition, Rényi's, typical and size-biased fragments size. Several physical images are supplied.

When the unbounded Lévy measure of $\chi $ is $\theta x^{-1}\cdot {\bf I}%
\left( x\in \left( 0,1\right) \right) dx$, the spacings partition has Griffiths-Engen-McCloskey or GEM $\left( \theta \right) $ distribution and $%
\chi $ follows Dickman distribution. The induced partition models have many remarkable peculiarities which are outlined.

The case with finitely many (Poisson) fragments in the partition law is also briefly addressed. Here, the Lévy measure is bounded.

Received: April 7, 2005

AMS Subject Classification: 60G57, 62E17, 60K99, 62E15, 62E20

Key Words and Phrases: random partitions, divisibility, Poisson point process on the interval

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2005
Volume: 24
Issue: 2