The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence

Abstract

Recently there has been significant interest in constructing ordered analogues of Petrov’s two-parameter extension of Ethier and Kurtz’s infinitely-many-neutral-alleles diffusion model. One method for constructing these processes goes through taking an appropriate diffusive limit of Markov chains on integer compositions called ordered Chinese Restaurant Process up-down chains. The resulting processes are diffusions whose state space is the set of open subsets of the open unit interval. In this paper we begin to study nontrivial aspects of the order structure of these diffusions. In particular, for a certain choice of parameters, we take the diffusive limit of the size of the first component of ordered Chinese Restaurant Process up-down chains and describe the generator of the limiting process. We then relate this to the size of the leftmost maximal open subset of the open-set valued diffusions. This is challenging because the function taking an open set to the size of its leftmost maximal open subset is discontinuous. Our methods are based on establishing intertwining relations between the processes we study.