Transition functions of diffusion processes on the Thoma simplex

DOI10.1134/S0016266320020057MaRDI QIDQ2206355zbMATH OpenFDO

Authors S. Yu. Korotkikh

Publication date 22 October 2020

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

Full work available at URL https://arxiv.org/abs/1806.07454

zbMATH Keywords

\(z\)-measurediffusion processsymmetric functionsThoma simplextransition density

Mathematics Subject Classification ID

Symmetric functions and generalizations (05E05) Combinatorial aspects of representation theory (05E10) Combinatorial probability (60C05) Diffusion processes (60J60)

Abstract: The paper deals with a three-dimensional family of diffusion processes on an infinite-dimensional simplex. These processes were constructed by Borodin and Olshanski (arXiv:0706.1034; arXiv:0902.3395), and they include, as limit objects, the Ethier-Kurtz's infinitely-many-neutral-allels diffusion model (1981) and its extension found by Petrov (arXiv:0708.1930). Each process X from our family possesses a symmetrising measure M. Our main result is that the transition function of X has continuous density with respect to M. This is a generalization of earlier results due to Ethier (1992) and to Feng, Sun, Wang, and Xu (2011). Our proof substantially uses a special basis in the algebra of symmetric functions related to Laguerre polynomials.

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Cited in

(7)

• The topological support of the z-measures on the Thoma simplex
• Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
• A property of Petrov's diffusion
• The variance of the number of sums of two squares in \(\mathbb{F}_q[T]\) in short intervals
• Diffusion processes on the Thoma cone
• Transition density of an infinite-dimensional diffusion with the jack parameter
• Dirichlet forms of diffusion processes on the Thoma simplex

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