A Ray-Knight representation of up-down Chinese restaurants

DOI10.3150/21-BEJ1364zbMath1482.60102arXiv2006.06334MaRDI QIDQ2073233

Yanyan Li

Publication date: 1 February 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.06334

zbMATH Keywords

scaling limitcompositionstable processRay-Knight theoremChinese restaurant processsquared Bessel process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (4)

A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions ⋮ Diffusions on a space of interval partitions: the two-parameter model ⋮ Unnamed Item ⋮ The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cycles, permutations and the stucture of the Yule process with immigration
• Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process
• The continuum random tree. I
• Two-parameter family of infinite-dimensional diffusions on the Kingman simplex
• Continued fractions. Vol. 1: Convergence theory
• Commutation relations and Markov chains
• Infinite-dimensional diffusions as limits of random walks on partitions
• Regenerative tree growth: binary self-similar continuum random trees and Poisson-Dirichlet compositions
• Strong uniform times and finite random walks
• A stochastic equation based on a Poisson system for a class of measure- valued diffusion processes
• A survey and some generalizations of Bessel processes
• Uniform control of local times of spectrally positive stable processes
• Ordered and size-biased frequencies in GEM and Gibbs' models for species sampling
• Regenerative composition structures
• Wright-Fisher diffusion with negative mutation rates
• Diffusions on a space of interval partitions: construction from marked Lévy processes
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• The contour of splitting trees is a Lévy process
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Poisson calculus for spatial neutral to the right processes
• Russian and American put options under exponential phase-type Lévy models.
• A decomposition of Bessel Bridges
• The formal theory of birth-and-death processes, lattice path combinatorics and continued fractions
• A family of densities derived from the three-parameter Dirichlet process
• Random Walks and A Sojourn Density Process of Brownian Motion

This page was built for publication: A Ray-Knight representation of up-down Chinese restaurants