Diffusions on a space of interval partitions: The two-parameter model


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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.

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