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Evaluating moments of length of Pitman partition
Koji Tsukuda · 2020-08-28 · via math.PR updates on arXiv.org

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