剪切和粘贴过程

IF 2.1 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Probability Pub Date : 2014-09-01 DOI:10.1214/14-AOP922

Harry Crane

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引用次数: 22

摘要

我们描述了一类在有界多块分区上演化的可交换Feller过程。在连续时间中，跳跃测度分解为两个部分:随机矩阵上的σ有限测度和非负实常数集合。这个分解提示一个L\ \ evy \ \^o表示。在离散时间，演化被更简单地描述为独立的，同分布的随机矩阵的乘积。

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The cut-and-paste process

We characterize the class of exchangeable Feller processes evolving on partitions with boundedly many blocks. In continuous-time, the jump measure decomposes into two parts: a $\sigma$-finite measure on stochastic matrices and a collection of nonnegative real constants. This decomposition prompts a L\'evy-It\^o representation. In discrete-time, the evolution is described more simply by a product of independent, identically distributed random matrices.

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来源期刊

Annals of Probability 数学-统计学与概率论

CiteScore

4.60

自引率

8.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.