Gibbs Partitions (EPPF's) Derived From a Stable Subordinator are Fox H and Meijer G Transforms
Man-Wai Ho, Lancelot F. James, and John W. Lau

TL;DR
This paper provides explicit Fox-H and Meijer G function representations for the exchangeable partition probability functions (EPPFs) derived from stable subordinators, enabling precise calculations and broad generalizations.
Contribution
It introduces a novel representation of EPPFs as ratios of Fox-H and Meijer G functions, expanding the computational tools for Gibbs partitions from stable subordinators.
Findings
Conditional EPPF can be expressed as ratios of Fox-H functions.
Unconditional EPPFs can be written as H and G transforms indexed by a function h.
Explicit calculations are possible for many EPPFs, especially when h is an H or G function.
Abstract
This paper derives explicit results for the infinite Gibbs partitions generated by the jumps of an stable subordinator, derived in Pitman \cite{Pit02, Pit06}. We first show that for general the conditional EPPF can be represented as ratios of Fox- functions, and in the case of rational Meijer-G functions. Furthermore the results show that the resulting unconditional EPPF's, can be expressed in terms of H and G transforms indexed by a function h. Hence when h is itself a H or G function the EPPF is also an H or G function. An implication, in the case of rational is that one can compute explicitly thousands of EPPF's derived from possibly exotic special functions. This would also apply to all except that computations for general Fox functions are not yet available. However, moving away from special functions, we demonstrate how results…
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Taxonomy
TopicsBayesian Methods and Mixture Models · Financial Risk and Volatility Modeling · Statistical Mechanics and Entropy
