A Ray–Knight representation of up-down Chinese restaurants
We study composition-valued continuous-time Markov chains that appear naturally in the framework of Chinese Restaurant Processes (CRPs). As time evolves, new customers arrive (up-step) and existing customers leave (down-step) at suitable rates derived from the ordered CRP of Pitman and Winkel (Ann....
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Bernoulli Society for Mathematical Statistics and Probability
2021
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