Construction of the beta distributions using the random permutation divisors
Articles
Gintautas Bareikis
Vilnius University
Eugenijus Manstavičius
Vilnius University,
https://orcid.org/0000-0002-7185-2708
Published 2024-01-03
https://doi.org/10.15388/namc.2024.29.34009
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Keywords

random permutation
multiplicative function
Ewens distribution
quasihypergeometric distribution
arcsine law

How to Cite

Bareikis, G. and Manstavičius, E. (2024) “Construction of the beta distributions using the random permutation divisors”, Nonlinear Analysis: Modelling and Control, 29(2), pp. 189–204. doi:10.15388/namc.2024.29.34009.

Abstract

A subset of cycles comprising a permutation σ in the symmetric group Sn, nN, is called a divisor of σ. Then the partial sums over divisors with sizes up to un, 0 ≤ u ≤ 1, of values of a nonnegative multiplicative function on a random permutation define a stochastic process with nondecreasing trajectories. When normalized the latter is just a random distribution function supported by the unit interval. We establish that its expectations under various weighted probability measures defined on the subsets of Sn are quasihypergeometric distribution functions. Their limits as n -> 1 cover the class of two-parameter beta distributions. It is shown that, under appropriate conditions, the convergence rate is of the negative power of n order.

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