Transition density of an infinite-dimensional diffusion with the jack parameter

DOI10.1017/JPR.2022.92MaRDI QIDQ6116735zbMATH OpenFDO

Authors Youzhou Zhou

Publication date 16 August 2023

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.12681

zbMATH Keywords

dual processJack graphKingman coalescenttransition densityup-down Markov chain

Mathematics Subject Classification ID

Combinatorial probability (60C05) Diffusion processes (60J60)

Abstract: From the Poisson-Dirichlet diffusions to the $Z$-measure diffusions, they all have explicit transition densities. In this paper, we will show that the transition densities of the $Z$-measure diffusions can also be expressed as a mixture of a sequence of probability measures on the Thoma simplex. The coefficients are still the transition probabilities of the Kingman coalescent stopped at state $1$. This fact will be uncovered by a dual process method in a special case where the $Z$-measure diffusions is established through up-down chain in the Young graph.

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Cited in

(3)

• Transition functions of diffusion processes on the Thoma simplex
• Anisotropic Young Diagrams and Infinite-Dimensional Diffusion Processes with the Jack Parameter
• Dual process in the two-parameter Poisson-Dirichlet diffusion

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