Poisson-Dirichlet interval partition evolutions related to the Aldous diffusion
Probability Seminar
Apr 4, 2018, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Matthias Winkel, University of Oxford
We construct diffusions on a space of interval partitions of [0,1] that
are stationary with Poisson-Dirichlet laws. The processes of ranked
interval lengths of our partitions are diffusions introduced by Ethier and
Kurtz (1981) and Petrov (2009). Specifically, we decorate the jumps of a spectrally positive stable process with independent squared Bessel
excursions. In the spirit of Ray-Knight...