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 language | English |
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Pages (from-to) | 797-811 |
Number of pages | 15 |
Journal | Journal of Applied Probability |
Volume | 60 |
Issue number | 3 |
DOIs | |
Publication status | Published - Sept 2023 |
Keywords
- dual process
- Jack graph
- Kingman coalescent
- transition density
- up-down Markov chain
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Zhou, Y. (2023). Transition density of an infinite-dimensional diffusion with the jack parameter. Journal of Applied Probability, 60(3), 797-811. https://doi.org/10.1017/jpr.2022.92