arXiv Analytics

Sign in

arXiv:2408.03553 [math.PR]AbstractReferencesReviewsResources

Dirichlet forms of diffusion processes on Thoma simplex

Sergei Korotkikh

Published 2024-08-07Version 1

We study a prominent two-parametric family of diffusion processes $X_{z,z'}$ on an infinite-dimensional Thoma simplex. The family was constructed by Borodin and Olshanski in 2007 and it closely resembles Ethier-Kurtz's infinitely-many-neutral-allels diffusion model on Kingman simplex (1981) and Petrov's extension of Ethier-Kurtz's model (2007). The processes $X_{z,z'}$ have unique symmetrizing measures, namely, the boundary $z$-measures, which play the role of Poisson-Dirichlet measures in our context. We establish the following behavior of diffusions $X_{z,z'}$: immediately after the initial moment they jump into a dense face of Thoma simplex and then always stay there. In other words, the face acts as a natural state space for the diffusions, while other points of the simplex act like an entrance boundary for our process. As a key intermediate step we study the Dirichlet forms of the diffusions $X_{z,z}$ and find a new description for them.

Related articles: Most relevant | Search more
arXiv:0906.4651 [math.PR] (Published 2009-06-25, updated 2010-02-11)
Excursions of diffusion processes and continued fractions
arXiv:math/0701372 [math.PR] (Published 2007-01-13)
On uniqueness of maximal coupling for diffusion processes with a reflection
arXiv:2102.11465 [math.PR] (Published 2021-02-23)
On diffusion processes with drift in $L_{d+1}$