Ranked masses in two-parameter Fleming–Viot diffusions

DOI10.1090/TRAN/8764zbMATH Open1505.60074arXiv2101.09307OpenAlexW3121293501MaRDI QIDQ5869848FDOQ5869848

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

Publication date: 12 January 2023

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: In previous work, we constructed Fleming--Viot-type measure-valued diffusions (and diffusions on a space of interval partitions of the unit interval $[0,1]$) that are stationary with the Poisson--Dirichlet laws with parameters $alphain(0,1)$ and $hetageq0$. In this paper, we complete the proof that these processes resolve a conjecture by Feng and Sun (2010) by showing that the processes of ranked atom sizes (or of ranked interval lengths) of these diffusions are members of a two-parameter family of diffusions introduced by Petrov (2009), extending a model by Ethier and Kurtz (1981) in the case $alpha=0$. The latter diffusions are continuum limits of up-down Chinese restaurant processes.

Full work available at URL: https://arxiv.org/abs/2101.09307

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zbMATH Keywords

Chinese restaurant processexcursion theoryPoisson-Dirichlet distributioninterval partitioninfinitely-many-neutral-alleles modelAldous diffusion

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Transition functions, generators and resolvents (60J35)

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Cited In (5)

• 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
• Dual process in the two-parameter Poisson-Dirichlet diffusion
• Size-biased diffusion limits and the inclusion process

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