自相似区间划分演化的双侧迁移、迁移和对称性

Pub Date : 2020-11-26 DOI:10.30757/alea.v20-25
Quan Shi, Matthias Winkel
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引用次数: 3

摘要

Forman等人(2020+)构建了$\alpha\in(0,1)$和$\theta\ge 0$的$(\alpha,\theta)$ -区间划分演化,其中区间长度的总和(“总质量”)演化为维度$2\theta$的平方贝塞尔过程,其中$\theta\ge 0$作为迁移参数。这些演化具有与再生泊松—狄利克雷区间划分相关的伪平稳分布。本文研究了$(\alpha,\theta)$ -区间划分演化的对称性。此外,我们还引入了一个三参数族${\rm SSIP}^{(\alpha)}(\theta_1,\theta_2)$的自相似区间划分演化,该演化具有独立的左右迁移参数$\theta_1\ge 0$和$\theta_2\ge 0$。他们也有平方贝塞尔总质量过程的维度$2\theta$,其中$\theta=\theta_1+\theta_2-\alpha\ge-\alpha$包括迁出和迁入。在约束$\max\{\theta_1,\theta_2\}\ge\alpha$下,我们证明了区间分区上的一个新分布的${\rm SSIP}^{(\alpha)}(\theta_1,\theta_2)$ -演化是伪平稳的,该分布的排序长度序列具有泊松—狄利克雷分布,参数为$\alpha$和$\theta$,但是我们不能在不发展复合值马尔可夫链的极限理论的情况下覆盖所有的参数,我们在后续论文中做了。
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Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
Forman et al. (2020+) constructed $(\alpha,\theta)$-interval partition evolutions for $\alpha\in(0,1)$ and $\theta\ge 0$, in which the total sums of interval lengths ("total mass") evolve as squared Bessel processes of dimension $2\theta$, where $\theta\ge 0$ acts as an immigration parameter. These evolutions have pseudo-stationary distributions related to regenerative Poisson--Dirichlet interval partitions. In this paper we study symmetry properties of $(\alpha,\theta)$-interval partition evolutions. Furthermore, we introduce a three-parameter family ${\rm SSIP}^{(\alpha)}(\theta_1,\theta_2)$ of self-similar interval partition evolutions that have separate left and right immigration parameters $\theta_1\ge 0$ and $\theta_2\ge 0$. They also have squared Bessel total mass processes of dimension $2\theta$, where $\theta=\theta_1+\theta_2-\alpha\ge-\alpha$ covers emigration as well as immigration. Under the constraint $\max\{\theta_1,\theta_2\}\ge\alpha$, we prove that an ${\rm SSIP}^{(\alpha)}(\theta_1,\theta_2)$-evolution is pseudo-stationary for a new distribution on interval partitions, whose ranked sequence of lengths has Poisson--Dirichlet distribution with parameters $\alpha$ and $\theta$, but we are unable to cover all parameters without developing a limit theory for composition-valued Markov chains, which we do in a sequel paper.
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