A Central Limit Theorem for the Ewens-Pitman random partition in the large-$\theta$ regime via a martingale approach
Bernard Bercu, Claudia Contardi, Emanuele Dolera, Stefano Favaro

TL;DR
This paper establishes a central limit theorem and strong laws for the Ewens-Pitman random partition in the large-$ heta$ regime, extending classical results using a martingale approach.
Contribution
It provides the first comprehensive asymptotic analysis of Ewens-Pitman partitions when $ heta$ scales linearly with $n$, including new CLTs and strong laws.
Findings
Proved a CLT for the number of blocks and block sizes in large-$ heta$ regime.
Derived strong laws for block counts of fixed sizes.
Extended martingale techniques to nonstandard parameter regimes.
Abstract
The Ewens-Pitman model defines a distribution on random partitions of , with parameters and ; the case reduces to the classical Ewens model from population genetics. We investigate the large- asymptotic behaviour of the Ewens-Pitman random partition in the nonstandard regime with , establishing joint fluctuation results for the total number of blocks and the counts of blocks of sizes , for fixed . In particular, for and , our main result provides a strong law of large numbers and a central limit theorem for the -dimensional vector as . The proof exploits the Chinese restaurant…
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Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Bayesian Methods and Mixture Models
