by Mihael Perman ยท 1990
ISBN: Unavailable
Category: Unavailable
Page count: 150
A subordinator is a process with independent, stationary non-negative increments. We ca view this process as the kumulative distribution function of a random measure on an interval. Dividing this maasure by its total mass yields a probability measure. Random measures constructed this way are the subject of this thesis. They arise as limit measures associated with lengths of cycles of random permutations, urn models and lenghts of excursions of diffusion processes. The thesis contains results about the joint distribution of the $n$ largest atoms of such random measure. The results are applied to obtain information on the distribution of the largest cycle in a random prrmutation and the distribution of the duration of exursions of a Bessel process.