Up-down Markov chains on partitions and their diffusion analogs

Up-down Markov chains on partitions and their diffusion analogs

Probability Seminar
Feb 1, 2017, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Soumik Pal, Univ. of Washington
A popular family of models of random partitions is called the Chinese Restaurant Process. We imagine n customers being seated randomly and sequentially at tables of a restaurant according to a fixed stochastic rule. Counting customers by the tables gives us a composition of n. Consider a Markov chain on such compositions where we remove a randomly chosen customer and reseat her. How can one...