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math.PR2020
Diffusions on a space of interval partitions: The two-parameter model
Noah Forman, Douglas Rizzolo, Quan Shi +1
We introduce and study interval partition diffusions with Poisson--Dirichlet stationary distribution for parameters and . This extends previous work on t…
math.PR2020★ 10 cited
A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
Noah Forman, Douglas Rizzolo, Quan Shi +1
We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(α,θ)…