A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions

DOI10.1214/21-AAP1732MaRDI QIDQ2170375zbMATH OpenFDO

Authors Douglas Rizzolo, Quan Shi, Matthias Winkel, Noah Mills Forman

Publication date 5 September 2022

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

Full work available at URL https://arxiv.org/abs/2007.05250

zbMATH Keywords

excursion theoryFleming-Viot processinfinitely-many-neutral-alleles modelPoisson-Dirichlet distributionstable process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(alpha,heta)$ distributions, for $alphain(0,1)$ and $hetage0$. This resolves a conjecture of Feng and Sun (2010). We build on our previous work on $(alpha,0)$- and $(alpha,alpha)$-interval partition evolutions. Indeed, we first extract a self-similar superprocess from the levels of stable processes whose jumps are decorated with squared Bessel excursions and distinct allelic types. We complete our construction by time-change and normalisation to unit mass. In a companion paper, we show that the ranked masses of the measure-valued processes evolve according to a two-parameter family of diffusions introduced by Petrov (2009), extending work of Ethier and Kurtz (1981). These ranked-mass diffusions arise as continuum limits of up-down Markov chains on Chinese restaurant processes.

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Cited in

(10)

• Diffusions on a space of interval partitions: construction from marked Lévy processes
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence
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