Dual process in the Two-parameter Poisson-Dirichlet diffusion
2021
The two-parameter Poisson-Dirichlet diffusion is an infinite-dimensional diffusion on the ordered simplex with a two-parameter Poisson-Dirichlet (alpha, theta) stationary distribution. We derive a dual process representation for the diffusion, suggested by Feng et al. (2011)'s spectral expansion of the transition density, and its rearrangement by Zhou (2015). The dual process is in terms of a line-of-descent process which tracks the evolution of non-mutant frequencies from time zero. Remarkably the line-of-descent process does not depend on alpha. Methods of proof use the sampling distribution of n points in the two-parameter Poisson-Dirichlet diffusion. We connect the sampling distribution with a generalized Blackwell and MacQueen Polya urn model.
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