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Evaluating moments of length of Pitman partition

Published 28 Aug 2020 in math.PR | (2008.12472v7)

Abstract: The Pitman sampling formula has been intensively studied as a distribution of random partitions. One of the objects of interest is the length $K (= K_{n,\theta,\alpha})$ of a random partition that follows the Pitman sampling formula, where $n\in\mathbb{N}$, $\alpha\in(0,\infty)$ and $\theta > -\alpha$ are parameters. This paper presents asymptotic evaluations of its $r$-th moment $\mathsf{E}[Kr]$ ($r=1,2,\ldots$) under two asymptotic regimes. In particular, the goals of this study are to provide a finer approximate evaluation of $\mathsf{E}[Kr]$ as $n\to\infty$ than has previously been developed and to provide an approximate evaluation of $\mathsf{E}[Kr]$ as the parameters $n$ and $\theta$ simultaneously tend to infinity with $\theta/n \to 0$. The results presented in this paper will provide a more accurate understanding of the asymptotic behavior of $K$.

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