Original article at: http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1265

Two Coalescents Derived from the Ranges of Stable Subordinators

Jean Bertoin, Université Paris VI
Jim Pitman, University of California, Berkeley

Abstract

Let $M_alpha$ be the closure of the range of a stable subordinator of index $alphain ]0,1[$. There are two natural constructions of the $M_{alpha}$'s simultaneously for all $alphain ]0,1[$, so that $M_{alpha}subseteq M_{beta}$ for $0< alpha < beta < 1$: one based on the intersection of independent regenerative sets and one based on Bochner's subordination. We compare the corresponding two coalescent processes defined by the lengths of complementary intervals of $[0,1]backslash M_{1-rho}$ for $0 < rho < 1$. In particular, we identify the coalescent based on the subordination scheme with the coalescent recently introduced by Bolthausen and Sznitman.

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Original article at: http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1265