Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions

DOI10.1214/20-AOP1460zbMATH Open1486.60100arXiv1910.07626MaRDI QIDQ2039416FDOQ2039416

Authors: Soumik Pal, Douglas Rizzolo, Matthias Winkel, Noah Mills Forman 

Publication date: 2 July 2021

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(alpha,0)$ and $(alpha,alpha)$. 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.

Full work available at URL: https://arxiv.org/abs/1910.07626

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zbMATH Keywords

excursion theoryPoisson-Dirichlet distributioninterval partitioninfinitely-many-neutral-alleles modelAldous diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

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