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Register a new userSome explicit Krein representations of certain subordinators, including the Gamma process
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Authors
Catherine Donati-Martin
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We give a representation of the Gamma subordinator as a Krein functional of Brownian motion, using the known representations for stable subordinators and Esscher transforms. In particular, we have obtained Krein representations of the subordinators which govern the two parameter Poisson-Dirichlet family of distributions.
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In a previous paper, we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other subordinators whose Levy densities are of the form $ frac{mathcal{C}}{(sinh(y))^gamma}$, $0 < gamma < 2$, and the more general family obtained from those by exponential tilting.
For $widetilde{cal R} = 1 - exp(- {cal R})$ a random closed set obtained by exponential transformation of the closed range ${cal R}$ of a subordinator, a regenerative composition of generic positive integer $n$ is defined by recording the sizes of clusters of $n$ uniform random points as they are separated by the points of $widetilde{cal R}$. We focus on the number of parts $K_n$ of the composition when $widetilde{cal R}$ is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for $K_n$ and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the Levy measure is regularly varying at $0+$.
We describe the CGMY and Meixner processes as time changed Brownian motions. The CGMY uses a time change absolutely continuous with respect to the one-sided stable $(Y/2)$ subordinator while the Meixner time change is absolutely continuous with respect to the one sided stable $(1/2)$ subordinator$.$ The required time changes may be generated by simulating the requisite one-sided stable subordinator and throwing away some of the jumps as described in Rosinski (2001).
We consider the median dynamics process in general graphs. In this model, each vertex has an independent initial opinion uniformly distributed in the interval [0,1] and, with rate one, updates its opinion to coincide with the median of its neighbors. This process provides a continuous analog of majority dynamics. We deduce properties of median dynamics through this connection and raise new conjectures regarding the behavior of majority dynamics on general graphs. We also prove these conjectures on some graphs where majority dynamics has a simple description.
Unitary $t$-designs are `good finite subsets of the unitary group $U(d)$ that approximate the whole unitary group $U(d)$ well. Unitary $t$-designs have been applied in randomized benchmarking, tomography, quantum cryptography and many other areas of quantum information science. If a unitary $t$-design itself is a group then it is called a unitary $t$-group. Although it is known that unitary $t$-designs in $U(d)$ exist for any $t$ and $d$, the unitary $t$-groups do not exist for $tgeq 4$ if $dgeq 3$, as it is shown by Guralnick-Tiep (2005) and Bannai-Navarro-Rizo-Tiep (BNRT, 2018). Explicit constructions of exact unitary $t$-designs in $U(d)$ are not easy in general. In particular, explicit constructions of unitary $4$-designs in $U(4)$ have been an open problem in quantum information theory. We prove that some exact unitary $(t+1)$-designs in the unitary group $U(d)$ are constructed from unitary $t$-groups in $U(d)$ that satisfy certain specific conditions. Based on this result, we specifically construct exact unitary $3$-designs in $U(3)$ from the unitary $2$-group $SL(3,2)$ in $U(3),$ and also unitary $4$-designs in $U(4)$ from the unitary $3$-group $Sp(4,3)$ in $U(4)$ numerically. We also discuss some related problems.
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