Ranked masses in two-parameter Fleming–Viot diffusions
Noah Forman, Soumik Pal, Douglas Rizzolo, Matthias Winkel
Source abstract
Previous work constructed Fleming–Viot-type measure-valued diffusions (and diffusions on a space of interval partitions of the unit interval [ 0 , 1 ] [0,1] ) that are stationary with respect to the Poisson–Dirichlet random measures with parameters α ∈ ( 0 , 1 ) \alpha \in (0,1) and θ > − α \theta > -\alpha . In this paper, we complete the proof that these processes resolve a conjecture by Feng and Sun [Probab. Theory Related Fields 148 (2010), pp. 501–525] by showing that the processes of ranked atom sizes (or of ranked interval lengths) of these diffusions are members of a two-parameter family of diffusions introduced by Petrov [Funct. Anal. Appl. 43 (2009), pp. 279–296], extending a model by Ethier and Kurtz [Adv. in Appl. Probab. 13 (1981), pp. 429–452] in the case α = 0 \alpha =0 .
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