A Ray-Knight representation of up-down Chinese restaurants

DOI10.3150/21-BEJ1364MaRDI QIDQ2073233zbMATH OpenFDO

Authors Yanyan Li

Publication date 1 February 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.06334, https://projecteuclid.org/journals/bernoulli/volume-28/issue-1/A-RayKnight-representation-of-up-down-Chinese-restaurants/10.3150/21-BEJ1364.full

zbMATH Keywords

Chinese restaurant processcompositionscaling limitstable processsquared Bessel processRay-Knight theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: We study composition-valued continuous-time Markov chains that appear naturally in the framework of Chinese Restaurant Processes (CRPs). As time evolves, new customers arrive (up-step) and existing customers leave (down-step) at suitable rates derived from the ordered CRP of Pitman and Winkel (2009). We relate such up-down CRPs to the splitting trees of Lambert (2010) inducing spectrally positive L'{e}vy processes. Conversely, we develop theorems of Ray-Knight type to recover more general up-down CRPs from the heights of L'{e}vy processes with jumps marked by integer-valued paths. We further establish limit theorems for the L'{e}vy process and the integer-valued paths to connect to work by Forman et al. (2018+) on interval partition diffusions and hence to some long-standing conjectures.

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Cited in

(9)

• An elementary derivation of the Chinese restaurant process from Sethuraman's stick-breaking process
• Diffusions on a space of interval partitions: the two-parameter model
• Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
• A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
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• The largest table in Chinese restaurant processes
• Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains
• A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution
• The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence

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