We consider Kingman's partition structures which are regenerative with respect to a general operation of random deletion of some part. Prototypes of this class are the Ewens partition structures which Kingman characterised by regeneration after deletion of a part chosen by size-biased sampling. We associate each regenerative partition structure with a corresponding regenerative composition structure, which (as we showed in a previous paper) can be associated in turn with a regenerative random subset of the positive halfline, that is the closed range of a subordinator. A general regenerative partition structure is thus represented in terms of the Laplace exponent of an associated subordinator. We also analyse deletion properties characteristic of the two-parameter family of partition structures.
A new class of random composition structures (the ordered analog of Kingman's partition structures) is defined by a regenerative description of component sizes. Each regenerative composition structure is represented by a process of random sampling of points from an exponential distribution on the positive halfline, and separating the points into clusters by an independent regenerative random set. Examples are composition structures derived from residual allocation models, including one associated with the Ewens sampling formula, and composition structures derived from the zero set of a Brownia…
Theory of Kingman's partition structures has two culminating points: the general paintbox representation, relating finite partitions to hypothetical infinite populations via a natural sampling procedure, known as Kingman's paintbox; a central example of the theory - the Ewens-Pitman two-parameter family of partitions. In these notes we further develop the theory by passing to structures enriched by the order on the collection of categories; extending the class of tractable models by exploring the idea of regeneration; analysing regenerative properties of the Ewens-Pitman partitions; studying a…
We introduce regenerative tree growth processes as consistent families of random trees with n labelled leaves, n>=1, with a regenerative property at branch points. This framework includes growth processes for exchangeably labelled Markov branching trees, as well as non-exchangeable models such as the alpha-theta model, the alpha-gamma model and all restricted exchangeable models previously studied. Our main structural result is a representation of the growth rule by a sigma-finite dislocation measure kappa on the set of partitions of the natural numbers extending Bertoin's notion of exchangeab…
We use a natural ordered extension of the Chinese Restaurant Process to grow a two-parameter family of binary self-similar continuum fragmentation trees. We provide an explicit embedding of Ford's sequence of alpha model trees in the continuum tree which we identified in a previous article as a distributional scaling limit of Ford's trees. In general, the Markov branching trees induced by the two-parameter growth rule are not sampling consistent, so the existence of compact limiting trees cannot be deduced from previous work on the sampling consistent case. We develop here a new approach to es…
Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions, a regenerative structure exists in multiclass networks, making them amenable to regenerative simulation for estimating the steady-state performance measures. However, typically, identification of a regenerative structure in these networks is difficult. A well known exception is when all the interarrival times are exponentially distributed, where the instants…
In the paper, a regenerative process $\{X_n:n\in\mathbb{N}\}$ with finite mean cycle length is considered. For~$M_n^{(q)}$ denoting the $q$-th largest value in $\{X_k : 1\leqslant k \leqslant n\}$, we prove that \begin{equation*} \sup_{x\in\mathbb{R}} \left|P\left(M^{(q)}_n\leqslant x\right) - G(x)^n \sum_{k=0}^{q-1}\frac{\left(-\log G(x)^n\right)^k}{k!}γ_{q,k}(x)\right| \to 0,\quad \text{as} \quad n\to\infty, \end{equation*} for $G$ and $γ_{q,k}$ expressed in terms of maxima over the cycle. The result is illustrated with examples.
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on the future" are usually developed in an ad-hoc way in the context of the application under consideration, thereby obscuring underlying structure. In this paper we give a simple, unified and more general treatment of such conditioning theory. We further give a number of novel applications to various particle system models, in particular to various flavours o…
Kingman derived the Ewens sampling formula for random partitions from the genealogy model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process. Möhle described the recursion which determines the generalization of the Ewens sampling formula when the lines of descent are governed by a coalescent with multiple collisions. In a recent work by Dong, Gnedin and Pitman, authors exploit an analogy with the theory of regenerative composition and partition structures, and provide various characterizations of the associated exchangeable random partition…
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 $π_n$ 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 $π_r'$ for some sequence of random partitions …
Some, but not all processes of the form $M_t=\exp(-ξ_t)$ for a pure-jump subordinator $ξ$ with Laplace exponent $Φ$ arise as residual mass processes of particle 1 (tagged particle) in Bertoin's partition-valued exchangeable fragmentation processes. We introduce the notion of a Markovian embedding of $M=(M_t,t\ge 0)$ in a fragmentation process, and we show that for each $Φ$, there is a unique (in distribution) binary fragmentation process in which $M$ has a Markovian embedding. The identification of the Laplace exponent $Φ^*$ of its tagged particle process $M^*$ gives rise to a symmetrisation o…
Based on a simple object, an i.i.d. sequence of positive integer-valued random variables, $\{a_n\}_{n\in \mathbb{Z}}$, we introduce and study two random structures and their connections. First, a population dynamics, in which each individual is born at time $n$ and dies at time $n+a_n$. This dynamics is that of a D/GI/$\infty$ queue, with arrivals at integer times and service times given by $\{a_n\}_{n\in \mathbb{Z}}$. Second, the directed random graph $T^f$ on $\mathbb{Z}$ generated by the random map $f(n)=n+a_n$. Only assuming $\mathbb{E}[a_0]<\infty$ and $\mathbb{P}[a_0=1]>0$, we show that,…
Consider a random real tree whose leaf set, or boundary, is endowed with a finite mass measure. Each element of the tree is further given a type, or allele, inherited from the most recent atom of a random point measure (infinitely-many-allele model) on the skeleton of the tree. The partition of the boundary into distinct alleles is the so-called allelic partition. In this paper, we are interested in the infinite trees generated by supercritical, possibly time-inhomogeneous, binary branching processes, and in their boundary, which is the set of particles `co-existing at infinity'. We prove that…
The bijection between composition structures and random closed subsets of the unit interval implies that the composition structures associated with $S \cap [0,1]$ for a self-similar random set $S\subset {\mathbb R}_+$ are those which are consistent with respect to a simple truncation operation. Using the standard coding of compositions by finite strings of binary digits starting with a 1, the random composition of $n$ is defined by the first $n$ terms of a random binary sequence of infinite length. The locations of 1s in the sequence are the places visited by an increasing time-homogeneous Mar…
We study random composite structures considered up to symmetry that are sampled according to weights on the inner and outer structures. This model may be viewed as an unlabelled version of Gibbs partitions and encompasses multisets of weighted combinatorial objects. We describe a general setting characterized by the formation of a giant component. The collection of small fragments is shown toconverge in total variation toward a limit object following a Pólya-Boltzmann distribution.
Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we derive information on the large fluctuations of the stochastic process by proving large deviation principles for the first--passage times and for the position. We focus our attention on the Gallavotti-Cohen-type symmetry of the position rate function (fluctuation theorem), showing its equivalence with the independence of suitable random variables. In the special…
A class of random discrete distributions $P$ is introduced by means of a recursive splitting of unity. Assuming supercritical branching, we show that for partitions induced by sampling from such $P$ a power growth of the number of blocks is typical. Some known and some new partition structures appear when $P$ is induced by a Dirichlet splitting.
We consider a (sub) critical Galton-Watson process with neutral mutations (infinite alleles model), and decompose the entire population into clusters of individuals carrying the same allele. We specify the law of this allelic partition in terms of the distribution of the number of clone-children and the number of mutant-children of a typical individual. The approach combines an extension of Harris representation of Galton-Watson processes and a version of the ballot theorem. Some limit theorems related to the distribution of the allelic partition are also given.
In this paper, we study the asymptotic behavior of the first, second, and so on rows of stochastically decaying partitions. We establish that, with appropriate scaling in time and length, the sequence of rows converges to the Airy$_2$ line ensemble. This result was first established, in a more general setting, by Borodin and Olshanski, who relied on the determinantal structure of the Poissonized correlation functions. Our argument is based on a different, combinatorial approach, developed by Okounkov. This approach may be useful in other problems in which no determinantal structure is availabl…
Bernoulli-$p$ thinning has been well-studied for point processes. Here we consider three other cases: (1) sequences $(X_1,X_2,...)$; (2) gaps of such sequences $(X_{n+1}-X_1)_{n\in\mathbb{N}}$; (3) partition structures. For the first case we characterize the distributions which are simultaneously invariant under Bernoulli-$p$ thinning for all $p \in (0,1]$. Based on this, we make conjectures for the latter two cases, and provide a potential approach for proof. We explain the relation to spin glasses, which is complementary to important previous work of Aizenman and Ruzmaikina, Arguin, and Shko…
