论文标题

上订购的中国餐厅流程具有双向移民,移民和扩散极限

Up-down ordered Chinese restaurant processes with two-sided immigration, emigration and diffusion limits

论文作者

Shi, Quan, Winkel, Matthias

论文摘要

我们介绍了一个三参数订购的中餐餐厅流程的三参数家族$ {\ rm pcrp}^{(α)}(θ_1,θ_2)$,$α\ in(0,1)$,$θ_1,$θ_1,θ_2,θ_2,θ_2\ ge 0 $,一般性的两位 - 居住家族的Rogers and Winkel。我们的主要结果建立了自相似的扩散极限,$ {\ rm ssip}^{(α)}(θ_1,θ_2)$ - 概括了间隔分区演变的现有家庭。我们使用缩放限制方法将平稳性结果扩展到整个三参数家族,并确定了一个大型泊松家庭 - 二里中的间隔分区。它们的间隔长度的排名序列具有Poisson-二硫次分布,带有参数$α\ in(0,1)$和$θ:=θ_1+θ_2-α\ ge-ge-α$,包括第一次使用$θ>-α$的范围,而不是限制为$θ\ ge ge ge 0 $。这在弗莱明(Fleming)中有应用 - viot过程,嵌套的间隔分区的演变和树值的马尔可夫过程,特别是依赖于扩展的参数范围。

We introduce a three-parameter family of up-down ordered Chinese restaurant processes ${\rm PCRP}^{(α)}(θ_1,θ_2)$, $α\in(0,1)$, $θ_1,θ_2\ge 0$, generalising the two-parameter family of Rogers and Winkel. Our main result establishes self-similar diffusion limits, ${\rm SSIP}^{(α)}(θ_1,θ_2)$-evolutions generalising existing families of interval partition evolutions. We use the scaling limit approach to extend stationarity results to the full three-parameter family, identifying an extended family of Poisson--Dirichlet interval partitions. Their ranked sequence of interval lengths has Poisson--Dirichlet distribution with parameters $α\in(0,1)$ and $θ:=θ_1+θ_2-α\ge-α$, including for the first time the usual range of $θ>-α$ rather than being restricted to $θ\ge 0$. This has applications to Fleming--Viot processes, nested interval partition evolutions and tree-valued Markov processes, notably relying on the extended parameter range.

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