scholarly journals A Consistent Markov Partition Process Generated from the Paintbox Process

2011 ◽  
Vol 48 (03) ◽  
pp. 778-791 ◽  
Author(s):  
Harry Crane

We study a family of Markov processes onP(k), the space of partitions of the natural numbers with at mostkblocks. The process can be constructed from a Poisson point process onR+x ∏i=1kP(k)with intensity dt⊗ ϱν(k), where ϱνis the distribution of the paintbox based on the probability measure ν onPm, the set of ranked-mass partitions of 1, and ϱν(k)is the product measure on ∏i=1kP(k). We show that these processes possess a unique stationary measure, and we discuss a particular set of reversible processes for which transition probabilities can be written down explicitly.

2011 ◽  
Vol 48 (3) ◽  
pp. 778-791 ◽  
Author(s):  
Harry Crane

We study a family of Markov processes on P(k), the space of partitions of the natural numbers with at most k blocks. The process can be constructed from a Poisson point process on R+ x ∏i=1kP(k) with intensity dt ⊗ ϱν(k), where ϱν is the distribution of the paintbox based on the probability measure ν on Pm, the set of ranked-mass partitions of 1, and ϱν(k) is the product measure on ∏i=1kP(k). We show that these processes possess a unique stationary measure, and we discuss a particular set of reversible processes for which transition probabilities can be written down explicitly.


1998 ◽  
Vol 149 ◽  
pp. 19-32 ◽  
Author(s):  
Kouji Yamamuro

Abstract.For Hunt processes on Rd, strong and weak transience is defined by finiteness and infiniteness, respectively, of the expected last exit times from closed balls. Under some condition, which is satisfied by Lévy processes and Ornstein-Uhlenbeck type processes, this definition is expressed in terms of the transition probabilities. A criterion is given for strong and weak transience of Ornstein-Uhlenbeck type processes on Rd, using their Lévy measures and coefficient matrices of linear drift terms. An example is discussed.


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