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Diffusions on a space of interval partitions: the two-parameter model

Abstract:

We introduce and study interval partition diffusions with Poisson–Dirichlet ( α , θ ) stationary distribution for parameters α ∈ ( 0 , 1 ) and θ ≥ 0 . This extends previous work on the cases ( α , 0 ) and ( α , α ) and builds on our recent work on measure-valued diffusions. Our methods for dealing with general θ ≥ 0 allow us to strengthen previous work on the special cases to include initial interval partitions with dust. In contrast to the measure-valued setting, we can show that t...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1214/23-EJP946

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Oxford college:
Brasenose College
Role:
Author
ORCID:
0000-0003-0593-8682
Publisher:
Bernoulli Society for Mathematical Statistics and Probability
Journal:
Electronic Journal of Probability More from this journal
Volume:
28
Pages:
1-46
Publication date:
2023-05-02
Acceptance date:
2023-04-04
DOI:
EISSN:
1083-6489

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