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

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.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1214/20-ECP355

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Institution:
University of Oxford
Department:
STATISTICS
Sub department:
Statistics
Oxford college:
Brasenose College
Role:
Author
ORCID:
0000-0003-0593-8682


Publisher:
Institute of Mathematical Statistics
Journal:
Electronic Communications in Probability More from this journal
Volume:
25
Pages:
1-13
Article number:
75
Publication date:
2020-10-23
Acceptance date:
2020-10-09
DOI:
EISSN:
1083-589X


Language:
English
Keywords:
Pubs id:
1113652
Local pid:
pubs:1113652
Deposit date:
2020-10-09

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