Coalescents With Multiple Collisions

Abstract

k−2 � 1 − xb−k � � dx� . Call this process a � -coalescent. Discrete measure-valued processes derived from the � -coalescent model a system of masses undergoing coalescent collisions. Kingman's coalescent, which has numerous applications in population genetics, is the δ0-coalescent for δ0 a unit mass at 0. The coalescent recently derived by Bolthausen and Sznit- man from Ruelle's probability cascades, in the context of the Sherrington- Kirkpatrick spin glass model in mathematical physics, is the U-coalescent for U uniform on � 0� 1� .F or� = U, and whenever an infinite number of masses are present, each collision in a � -coalescent involves an infinite number of masses almost surely, and the proportion of masses involved exists as a limit almost surely and is distributed proportionally to � . The two-parameter Poisson-Dirichlet family of random discrete distributions derived from a stable subordinator, and corresponding exchangeable ran- dom partitions ofgoverned by a generalization of the Ewens sampling formula, are applied to describe transition mechanisms for processes of coalescence and fragmentation, including the U-coalescent and its time reversal. 1. Introduction. Markovian coalescent models for the evolution of a sys- tem of masses by a random process of binary collisions were introduced by Marcus (29) and Lushnikov (28). See (3) for a recent survey of the scientific lit- erature of these models and their relation to Smoluchowski's mean-field theory of coagulation phenomena. Evans and Pitman (15) gave a general framework for the rigorous construction of partition-valued and discrete measure-valued coalescent Markov processes allowing infinitely many massses and treated the binary coalescent model where each pair of masses x and y is subject to a coa- lescent collision at rate κ� xyfor a suitable rate kernel κ. This paper studies a family of partition-valued Markov processes, with state space the compact set of all partitions of � �= � 1� 2 ���� � , such that the restriction of the partition to each finite subset ofis a Markov chain with transition rates of a simple form determined by the moments of a finite measureon the unit interval. The case � = δ 0 , a unit mass at 0, is Kingman's coalescent in which every