Two coalescents derived from the ranges of stable subordinators

Two coalescents derived from the ranges of stable subordinators

Report Number
566
Authors
Jean Bertoin and Jim Pitman
Citation
Electronic Journal of Probability</em>, Vol. 5 (2000) Paper no. 7, pages 1-17
Abstract

Let $M_\alpha$ be the closure of the range of a stable subordinator of index $\alpha\in ]0,1[$. There are two natural constructions of the $M_{\alpha}$'s simultaneously for all $\alpha\in ]0,1[$, 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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