Mathematics – Probability
Scientific paper
2009-09-20
Mathematics
Probability
29 pages
Scientific paper
We prove a long-standing conjecture which characterises the Ewens-Pitman two-parameter family of exchangeable random partitions, plus a short list of limit and exceptional cases, by the following property: for each $n = 2,3, >...$, if one of $n$ individuals is chosen uniformly at random, independently of the random partition $\pi_n$ of these individuals into various types, and all individuals of the same type as the chosen individual are deleted, then for each $r > 0$, given that $r$ individuals remain, these individuals are partitioned according to $\pi_r'$ for some sequence of random partitions $(\pi_r')$ that does not depend on $n$. An analogous result characterizes the associated Poisson-Dirichlet family of random discrete distributions by an independence property related to random deletion of a frequency chosen by a size-biased pick. We also survey the regenerative properties of members of the two-parameter family, and settle a question regarding the explicit arrangement of intervals with lengths given by the terms of the Poisson-Dirichlet random sequence into the interval partition induced by the range of a neutral-to-the right process.
Gnedin Alexander
Haulk Chris
Pitman Jim
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