Diffusions arising from the ordered Chinese Restaurant Process

Date/heure
7 octobre 2021
10:45 - 11:45

Lieu
Salle Döblin

Oratrice ou orateur
Kelvin Rivera-Lopez (IECL, Nancy)

Catégorie d'évènement
Séminaire Probabilités et Statistique


Résumé

In a recent paper, Leonid Petrov showed that the up-down chains associated to the Chinese Restaurant Process (CRP) have a scaling limit – namely, a two-parameter family of diffusions that extend the one-parameter infinitely-many-neutral-alleles diffusions of Ethier and Kurtz. There has since been considerable interest in constructing ordered analogues of Petrov’s diffusions, and it is conjectured that an ordered analogue of the up-down chains will give rise to such an object. In this talk, I’ll discuss my resolution of this conjecture (joint with Douglas Rizzolo). Our approach is mainly inspired by Petrov’s work, and involves using quasisymmetric functions to describe the transition operators.