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  • 标题:Diffusions on a space of interval partitions: construction from Bertoin’s ${\tt BES}_{0}(d)$, $d\in (0,1)$
  • 本地全文:下载
  • 作者:Matthias Winkel
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2020
  • 卷号:25
  • DOI:10.1214/20-ECP355
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member of a class of interval partition diffusions introduced recently and independently by Forman, Pal, Rizzolo and Winkel using a completely different construction from spectrally positive stable Lévy processes with index between 1 and 2 and with jumps marked by squared Bessel excursions of a corresponding dimension between $-2$ and 0.
  • 关键词:interval partition;Bessel process;measure-valued diffusion;Poisson–Dirichlet distribution;excursion theory
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