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