Ranked masses in two-parameter Fleming-Viot diffusions

Abstract

In previous work, we constructed Fleming--Viot-type measure-valued diffusions (and diffusions on a space of interval partitions of the unit interval $[0,1]$) that are stationary with the Poisson--Dirichlet laws with parameters $\alpha \in (0,1)$ and $\theta \ge 0$. In this paper, we complete the proof that these processes resolve a conjecture by Feng and Sun (2010) 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 (2009), extending a model by Ethier and Kurtz (1981) in the case $\alpha =0$. The latter diffusions are continuum limits of up-down Chinese restaurant processes.

20 pages