On the Poisson-Dirichlet Limit
AbstractKingman showed that if the vectorXNis distributed according to the Dirichlet law then the vector of descending order statistics converges, under certain conditions, to a nondegenerate limit. This contrasts with the fact that the limit of any fixed component ofXNis zero. Nevertheless,XNdoes have, in some sense, a nondegenerate limit which we identify with a random interval partition. Convergence of this kind does not require rearranging of the components and implies the existence of limit distributions for a class of functionals which are not covered by the Kingman result.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 67 (1998)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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