Diffusions on a space of interval partitions: the two-parameter model

DOI10.1214/23-EJP946zbMATH Open1517.60091arXiv2008.02823OpenAlexW3048288452MaRDI QIDQ6164922FDOQ6164922

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

Publication date: 4 July 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We introduce and study interval partition diffusions with Poisson--Dirichlet$(alpha,heta)$ stationary distribution for parameters $alphain(0,1)$ and $hetage0$. This extends previous work on the cases $(alpha,0)$ and $(alpha,alpha)$ and builds on our recent work on measure-valued diffusions. Our methods for dealing with general $hetage0$ allow us to strengthen previous work on the special cases to include initial interval partitions with dust. In contrast to the measure-valued setting, we can show that this extended process is a Feller process improving on the Hunt property established in that setting. These processes can be viewed as diffusions on the boundary of a branching graph of integer compositions. Indeed, by studying their infinitesimal generator on suitable quasi-symmetric functions, we relate them to diffusions obtained as scaling limits of composition-valued up-down chains.

Full work available at URL: https://arxiv.org/abs/2008.02823

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zbMATH Keywords

Chinese restaurant processbranching processesinterval partitionregenerative composition structureself-similar diffusioninfinitely-many-neutral-alleles model

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) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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Cited In (10)

• Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
• Two-parameter family of infinite-dimensional diffusions on the Kingman simplex
• Diffusions on a space of interval partitions: construction from marked Lévy processes
• Ranked masses in two-parameter Fleming–Viot diffusions
• Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
• Dual process in the two-parameter Poisson-Dirichlet diffusion
• Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains
• The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence

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