Year: 2014
Type: article
Abstract: 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 Lévy–Itô representation. In discrete-time, the evolution is described more simply by a product of independent, identically distributed random matrices.
Source: The Annals of Probability
DOI: 10.1214/14-aop922
Author: Harry Crane
Institution: Rutgers, The State University of New Jersey
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2059943980