Diffusions on a space of interval partitions: construction from Bertoin's BES₀(d), d (0,1)

DOI10.1214/20-ECP355MaRDI QIDQ829362zbMATH OpenFDO

Authors N. E. Zubov

Publication date 5 May 2021

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.03587, https://projecteuclid.org/euclid.ecp/1603418467

zbMATH Keywords

Bessel processexcursion theoryPoisson-Dirichlet distributionmeasure-valued diffusioninterval partition

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) Self-similar stochastic processes (60G18)

Abstract: In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member of a class of interval partition diffusions introduced recently and independently by Forman, Pal, Rizzolo and Winkel using a completely different construction from spectrally positive stable L'evy processes with index between 1 and 2 and with jumps marked by squared Bessel excursions of a corresponding dimension between $-2$ and 0.

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Cites work

• scientific article; zbMATH DE number 4147251 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
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Cited in

(3)

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• Diffusions on a space of interval partitions: the two-parameter model
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions

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