Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains

DOI10.1214/22-AIHP1256MaRDI QIDQ2686616zbMATH OpenFDO

Authors Kelvin Rivera-Lopez, Douglas Rizzolo

Publication date 28 February 2023

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.06577

zbMATH Keywords

Chinese restaurant processdiffusive limitsup-down Markov chains

Mathematics Subject Classification ID

Symmetric functions and generalizations (05E05) Combinatorial probability (60C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Diffusion processes (60J60)

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• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
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• The infinitely-many-neutral-alleles diffusion model
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• Two-parameter family of infinite-dimensional diffusions on the Kingman simplex
• Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion

Cited in

(6)

• A Ray-Knight representation of up-down Chinese restaurants
• The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence
• Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
• Diffusions on a space of interval partitions: the two-parameter model
• Diffusive limits of two-parameter ordered Chinese Restaurant Process up-down chains
• Up-down ordered Chinese restaurant processes with two-sided immigration, emigration and diffusion limits

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