Ranked masses in two-parameter Fleming–Viot diffusions

DOI10.1090/TRAN/8764MaRDI QIDQ5869848zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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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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