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

DOI10.1214/23-EJP946MaRDI QIDQ6164922zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/2008.02823, https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Diffusions-on-a-space-of-interval-partitions-the-two/10.1214/23-EJP946.full

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)

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.

Recommendations

• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• Diffusions on a space of interval partitions: construction from marked Lévy processes
• Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
• A diffusion approximation result for two parameter processes
• scientific article; zbMATH DE number 3856136
• Two-parameter diffusions random fields
• On large deviation estimates for two parameter diffusion processes and applications

Cites work

• scientific article; zbMATH DE number 1619461 (Why is no real title available?)
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3947360 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• A Ray-Knight representation of up-down Chinese restaurants
• A course in metric geometry
• A decomposition of Bessel Bridges
• A dynamic model for the two-parameter Dirichlet process
• A property of Petrov's diffusion
• A stochastic equation based on a Poisson system for a class of measure- valued diffusion processes
• A survey and some generalizations of Bessel processes
• A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
• Alpha-diversity processes and normalized inverse-Gaussian diffusions
• Analysis of market weights under volatility-stabilized market models
• Appearance of dust in fragmentations
• Coherent permutations with descent statistic and the boundary problem for the graph of zigzag diagrams
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Commutation relations and Markov chains
• Continuity of a class of random time trnsformations
• Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• Diffusions on a space of interval partitions: construction from marked Lévy processes
• Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains
• Infinite-dimensional diffusions as limits of random walks on partitions
• Lenses in skew Brownian flow
• Local time flow related to skew Brownian motion.
• Measure-valued branching Markov processes
• Metrics on sets of interval partitions with diversity
• On skew Brownian motion
• Ranked masses in two-parameter Fleming–Viot diffusions
• Regenerative composition structures
• Regenerative tree growth: binary self-similar continuum random trees and Poisson-Dirichlet compositions
• Semi-stable Markov processes. I
• Size-biased sampling of Poisson point processes and excursions
• Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Spinal partitions and invariance under re-rooting of continuum random trees
• Squared Bessel processes of positive and negative dimension embedded in Brownian local times
• The Aldous chain on cladograms in the diffusion limit
• The infinitely-many-neutral-alleles diffusion model
• The representation of composition structures
• Two-parameter family of infinite-dimensional diffusions on the Kingman simplex
• Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion
• Wright-Fisher diffusion with negative mutation rates
• \(\mathfrak{sl}(2)\) operators and Markov processes on branching graphs

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

This page was built for publication: Diffusions on a space of interval partitions: the two-parameter model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6164922)