Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
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Abstract: We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters and . The construction has two steps. The first is a general construction of interval partition processes obtained previously, by decorating the jumps of a L'evy process with independent excursions. Here, we focus on the second step, which requires explicit transition kernels and what we call pseudo-stationarity. This allows us to study processes obtained from the original construction via scaling and time-change. In a sequel paper, we establish connections to diffusions on decreasing sequences introduced by Ethier and Kurtz (1981) and Petrov (2009). The latter diffusions are continuum limits of up-down Markov chains on Chinese restaurant processes. Our construction is also a step towards resolving longstanding conjectures by Feng and Sun on measure-valued Poisson-Dirichlet diffusions, and by Aldous on a continuum-tree-valued diffusion.
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(14)- Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
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