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Limiting processes with dependent increments for measures on symmetric group of permutations
Author(s) -
G. Jogesh Babu,
Eugenijus Manstavičius,
Vytas Zacharovas
Publication year - 2019
Publication title -
advanced studies in pure mathematics
Language(s) - English
Resource type - Conference proceedings
eISSN - 2433-8915
pISSN - 0920-1971
DOI - 10.2969/aspm/04910041
Subject(s) - mathematics , limiting , limit (mathematics) , random variable , combinatorics , series (stratigraphy) , convergence of random variables , discrete mathematics , sum of normally distributed random variables , weak convergence , set (abstract data type) , convergence (economics) , stochastic process , statistics , computer science , mathematical analysis , mechanical engineering , engineering , paleontology , computer security , economics , asset (computer security) , biology , programming language , economic growth
A family of measures on the set of permutations of the first n integers, known as Ewens sampling formula, arises in population genetics. In a series of papers, the first two authors have developed necessary and sufficient conditions for the weak convergence of a partial sum process based on these measures to a process with independent increments. Under very general conditions, it has been shown that a partial sum process converges weakly in a function space if and only if a related process defined through sums of independent random variables converges. In this paper, a functional limit theory is developed where the limiting processes need not be processes with independent increments. Thus, under Ewens sampling formula, the limiting process of the partial sums of dependent variables differs from that of the associated process defined through the partial sums of independent random variables. §

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