Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions

Forman et al. (2020+) constructed (α, θ)-interval partition evolutions for α ∈ (0, 1) and θ ≥ 0, in which the total sums of interval lengths (�total mass�) evolve as squared Bessel processes of dimension 2θ, where θ ≥ 0 acts as an immigration parameter. These evolutions have pseudostationary distrib...

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Main Authors: Shi, Q, Winkel, M
Format: Journal article
Language:English
Published: Instituto Nacional de Matemática Pura e Aplicada 2023
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author Shi, Q
Winkel, M
author_facet Shi, Q
Winkel, M
author_sort Shi, Q
collection OXFORD
description Forman et al. (2020+) constructed (α, θ)-interval partition evolutions for α ∈ (0, 1) and θ ≥ 0, in which the total sums of interval lengths (�total mass�) evolve as squared Bessel processes of dimension 2θ, where θ ≥ 0 acts as an immigration parameter. These evolutions have pseudostationary distributions related to regenerative Poisson�Dirichlet interval partitions. In this paper we study symmetry properties of (α, θ)-interval partition evolutions. Furthermore, we introduce a three-parameter family SSIP(α) (θ1, θ2) of self-similar interval partition evolutions that have separate left and right immigration parameters θ1 ≥ 0 and θ2 ≥ 0. They also have squared Bessel total mass processes of dimension 2θ, where θ = θ1 + θ2 − α ≥ −α includes the usual parameter range of the two-parameter Poisson�Dirichlet distribution � negative θ can be interpreted as an overall emigration. Under the constraint max{θ1, θ2} ≥ α, we prove that an SSIP(α) (θ1, θ2)-evolution is pseudo-stationary for a new distribution on interval partitions, whose ranked sequence of lengths has Poisson�Dirichlet distribution with parameters α and θ, 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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spelling oxford-uuid:2e406c6c-683a-477c-b6aa-0771303507832023-06-19T12:03:29ZTwo-sided immigration, emigration and symmetry properties of self-similar interval partition evolutionsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:2e406c6c-683a-477c-b6aa-077130350783EnglishSymplectic ElementsInstituto Nacional de Matemática Pura e Aplicada2023Shi, QWinkel, MForman et al. (2020+) constructed (α, θ)-interval partition evolutions for α ∈ (0, 1) and θ ≥ 0, in which the total sums of interval lengths (�total mass�) evolve as squared Bessel processes of dimension 2θ, where θ ≥ 0 acts as an immigration parameter. These evolutions have pseudostationary distributions related to regenerative Poisson�Dirichlet interval partitions. In this paper we study symmetry properties of (α, θ)-interval partition evolutions. Furthermore, we introduce a three-parameter family SSIP(α) (θ1, θ2) of self-similar interval partition evolutions that have separate left and right immigration parameters θ1 ≥ 0 and θ2 ≥ 0. They also have squared Bessel total mass processes of dimension 2θ, where θ = θ1 + θ2 − α ≥ −α includes the usual parameter range of the two-parameter Poisson�Dirichlet distribution � negative θ can be interpreted as an overall emigration. Under the constraint max{θ1, θ2} ≥ α, we prove that an SSIP(α) (θ1, θ2)-evolution is pseudo-stationary for a new distribution on interval partitions, whose ranked sequence of lengths has Poisson�Dirichlet distribution with parameters α and θ, 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.
spellingShingle Shi, Q
Winkel, M
Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
title Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
title_full Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
title_fullStr Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
title_full_unstemmed Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
title_short Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions
title_sort two sided immigration emigration and symmetry properties of self similar interval partition evolutions
work_keys_str_mv AT shiq twosidedimmigrationemigrationandsymmetrypropertiesofselfsimilarintervalpartitionevolutions
AT winkelm twosidedimmigrationemigrationandsymmetrypropertiesofselfsimilarintervalpartitionevolutions