Two-parameter family of infinite-dimensional diffusions on the Kingman simplex
From MaRDI portal
(Redirected from Publication:845455)
Abstract: The aim of the paper is to introduce a two-parameter family of infinite-dimensional diffusion processes X(alpha,theta) related to Pitman's two-parameter Poisson-Dirichlet distributions PD(alpha,theta). The diffusions X(alpha,theta) are obtained in a scaling limit transition from certain finite Markov chains on partitions of natural numbers. The state space of X(alpha,theta) is an infinite-dimensional simplex called the Kingman simplex. In the special case when parameter alpha vanishes, our finite Markov chains are similar to Moran-type model in population genetics, and our diffusion processes reduce to the infinitely-many-neutral-alleles diffusion model studied by Ethier and Kurtz (1981). Our main results extend those of Ethier and Kurtz to the two-parameter case and are as follows: The Poisson-Dirichlet distribution PD(alpha,theta) is a unique stationary distribution for the corresponding process X(alpha,theta); the process is ergodic and reversible; the spectrum of its generator is explicitly described. The general two-parameter case seems to fall outside the setting of models of population genetics, and our approach differs in some aspects from that of Ethier and Kurtz. We also consider the case of degenerate series of parameters alpha and theta and conclude that the diffusions in finite-dimensional simplexes studied by Ethier and Kurtz (1981) arise as a special case of our two-parameter family of diffusions.
Recommendations
- scientific article; zbMATH DE number 3856136
- A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
- A diffusion approximation result for two parameter processes
- Diffusions on a space of interval partitions: the two-parameter model
- Singularity of two diffusions on \({\mathcal C}_ \infty\)
- scientific article; zbMATH DE number 2139713
- scientific article; zbMATH DE number 1375552
Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 3518091 (Why is no real title available?)
- scientific article; zbMATH DE number 739282 (Why is no real title available?)
- scientific article; zbMATH DE number 1162059 (Why is no real title available?)
- scientific article; zbMATH DE number 1957500 (Why is no real title available?)
- A Class of Infinite-Dimensional Diffusion Processes with Connection to Population Genetics
- A result on the infinitely many neutral alleles diffusion model
- A second order SDE for the Langevin process reflected at a completely inelastic boundary
- A transition density expansion for a multi-allele diffusion model
- Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
- Commutation relations and Markov chains
- Eigenstructure of the infinitely-many-neutral-alleles diffusion model
- Exchangeable and partially exchangeable random partitions
- Excheangable partitions derived from Markovian coalescents
- Infinite-dimensional diffusions as limits of random walks on partitions
- Limit Measures Arising in the Asympyotic Theory of Symmetric Groups. I.
- On a Constant Arising in the Asymptotic Theory of Symmetric Groups, and on Poisson–Dirichlet Measures
- Random discrete distributions invariant under size-biased permutation
- Random partitions in population genetics
- Regenerative partition structures
- Reversibility and the age of an allele. I: Moran's infinitely many neutral alleles model
- Size-biased sampling of Poisson point processes and excursions
- Stein’s method and Plancherel measure of the symmetric group
- The infinitely-many-neutral-alleles diffusion model
- The population structure associated with the Ewens sampling formula
- The stationary distribution of the infinitely-many neutral alleles diffusion model
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
Cited in
(41)- Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
- Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process
- Alpha-diversity processes and normalized inverse-Gaussian diffusions
- Size-biased diffusion limits and the inclusion process
- A hidden Markov model for latent temporal clustering with application to ideological alignment in the U.S. Supreme Court
- Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
- Species dynamics in the two-parameter Poisson-Dirichlet diffusion model
- Clustering dynamics in a class of normalised generalised gamma dependent priors
- Free field theory and observables of periodic Macdonald processes
- Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
- Diffusion processes and the Ewens sampling formula
- Noncolliding Jacobi processes as limits of Markov chains on the Gelfand-Tsetlin graph
- Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains
- Free field approach to the Macdonald process
- Metrics on sets of interval partitions with diversity
- Random walks on strict partitions
- Diffusions on a space of interval partitions: construction from marked Lévy processes
- Transition functions of diffusion processes on the Thoma simplex
- A Class of Infinite-Dimensional Diffusion Processes with Connection to Population Genetics
- Functional inequalities for the two-parameter extension of the infinitely-many-neutral-alleles diffusion
- The distribution of the number of distinct values in a finite exchangeable sequence
- Observables of Macdonald processes
- Ranked masses in two-parameter Fleming–Viot diffusions
- The representation ring of the unitary groups and Markov processes of algebraic origin
- Uniform control of local times of spectrally positive stable processes
- \(\mathfrak{sl}(2)\) operators and Markov processes on branching graphs
- Dual process in the two-parameter Poisson-Dirichlet diffusion
- Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
- A dynamic model for the two-parameter Dirichlet process
- A Ray-Knight representation of up-down Chinese restaurants
- Transition density of an infinite-dimensional diffusion with the jack parameter
- Ordered and size-biased frequencies in GEM and Gibbs' models for species sampling
- A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
- Diffusions on a space of interval partitions: the two-parameter model
- Wright-Fisher construction of the two-parameter Poisson-Dirichlet diffusion
- Dynamic density estimation with diffusive Dirichlet mixtures
- Mapping TASEP Back in time
- A down‐up chain with persistent labels on multifurcating trees
- A property of Petrov's diffusion
- A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation
- The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence
This page was built for publication: Two-parameter family of infinite-dimensional diffusions on the Kingman simplex
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q845455)
