Two-parameter family of infinite-dimensional diffusions on the Kingman simplex

DOI10.1007/S10688-009-0036-8zbMATH Open1204.60076arXiv0708.1930OpenAlexW2031331427MaRDI QIDQ845455FDOQ845455

Authors: Leonid Petrov 

Publication date: 29 January 2010

Published in: Functional Analysis and Its Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/0708.1930

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zbMATH Keywords

diffusion processEwens-Pitman partition structureKingman graphtwo-parameter Poisson-Dirichlet measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited In (41)

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• Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
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