Published May 2009
| Version Submitted
Journal Article
Open
Infinite-dimensional diffusions as limits of random walks on partitions
Creators
-
1.
California Institute of Technology
-
2.
Institute for Information Transmission Problems
Abstract
Starting with finite Markov chains on partitions of a natural number n we construct, via a scaling limit transition as n → ∞, a family of infinite-dimensional diffusion processes. The limit processes are ergodic; their stationary distributions, the so-called z-measures, appeared earlier in the problem of harmonic analysis for the infinite symmetric group. The generators of the processes are explicitly described.
Additional Information
© Springer-Verlag 2009. Received: 27 August 2007. Revised: 22 February 2008. Published online: 1 April 2008. The present research was supported by the CRDF grant RUM1-2622-ST-04 (both authors), by the NSF grants DMS-0402047 and DMS-0707163 (A. Borodin), and by the RFBR grant 07-01-91209 and SFB 701, University of Bielefeld (G. Olshanski). G. Olshanski is deeply grateful to Yuri Kondratiev and Michael Röckner for hospitality in Bielefeld and fruitful discussions.Attached Files
Submitted - 0706.1034.pdf
Files
0706.1034.pdf
Additional details
Identifiers
- Eprint ID
- 14963
- DOI
- 10.1007/s00440-008-0148-8
- Resolver ID
- CaltechAUTHORS:20090811-133539619
Related works
- Describes
- 10.1007/s00440-008-0148-8 (DOI)
- https://arxiv.org/abs/0706.1034 (URL)
Funding
- Central Research Development Fund
- RUM1-2622-ST-04
- NSF
- DMS-0402047
- NSF
- DMS-0707163
- Russian Foundation for Basic Research
- 07-01-91209
- University of Bielefeld
Dates
- Created
-
2009-08-11Created from EPrint's datestamp field
- Updated
-
2021-11-08Created from EPrint's last_modified field