Transition density of an infinite-dimensional diffusion with the jack parameter

Youzhou Zhou*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

From the Poisson-Dirichlet diffusions to the Z-measure diffusions, they all have explicit transition densities. We show that the transition densities of the Z-measure diffusions can also be expressed as a mixture of a sequence of probability measures on the Thoma simplex. The coefficients are the same as the coefficients in the Poisson-Dirichlet diffusions. This fact will be uncovered by a dual process method in a special case where the Z-measure diffusions are established through an up-down chain in the Young graph.

Original languageEnglish
Pages (from-to)797-811
Number of pages15
JournalJournal of Applied Probability
Volume60
Issue number3
DOIs
Publication statusPublished - Sept 2023

Keywords

  • dual process
  • Jack graph
  • Kingman coalescent
  • transition density
  • up-down Markov chain

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