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We study interval partition diffusions with Poisson--Dirichlet$(alpha,theta)$ stationary distribution for parameters $alphain(0,1)$ and $thetage 0$. This extends previous work on the cases $(alpha,0)$ and $(alpha,alpha)$ and builds on our recent work on measure-valued diffusions. We work on spaces of interval partitions with $alpha$-diversity. These processes can be viewed as diffusions on the boundary of a branching graph of integer compositions. The additional order and diversity structure of such interval partitions is essential for applications to continuum random tree models such as stable CRTs and limit structures of other regenerative tree growth processes, where intervals correspond to masses of spinal subtrees (or spinal bushes) in spinal order and diversities give distances between any two spinal branch points. We further show that our processes can be extended to enter continuously from the Hausdorff completion of our state space and that, in contrast to the measure-valued setting, these extensions are Feller processes.
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(alpha,0)$ and $(alpha,alpha)$. The construction has two steps. The first is a general construction of
Consider a spectrally positive Stable($1+alpha$) process whose jumps we interpret as lifetimes of individuals. We mark the jumps by continuous excursions assigning sizes varying during the lifetime. As for Crump-Mode-Jagers processes (with characteri
We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases of a gener
In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member of a clas
In this paper we give a central limit theorem for the weighted quadratic variations process of a two-parameter Brownian motion. As an application, we show that the discretized quadratic variations $sum_{i=1}^{[n s]} sum_{j=1}^{[n t]} | Delta_{i,j} Y