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

DOI10.1214/20-ECP355zbMATH Open1470.60213arXiv2006.03587MaRDI QIDQ829362FDOQ829362

Authors: N. E. Zubov 

Publication date: 5 May 2021

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

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.

Full work available at URL: https://arxiv.org/abs/2006.03587

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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)

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• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions

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