Modulated Poisson-Dirichlet diffusions arising from inclusion processes with a slow phase

TL;DR

This paper analyzes inclusion processes with a slow phase, showing their convergence to a novel two-component stochastic diffusion that extends the Poisson-Dirichlet model, capturing condensation and mass exchange phenomena.

Contribution

It introduces a new two-component diffusion process as the scaling limit of inclusion processes with a slow phase, extending the Poisson-Dirichlet diffusion model.

Findings

Convergence of inclusion processes to a two-component diffusion.

Instantaneous condensation with particle clusters forming rapidly.

Well-posedness of the limiting dynamics as Feller processes.

Abstract

We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high particle density, forming clusters of diverging size. Our main result provides convergence in law of inclusion processes to a novel two-component infinite-dimensional stochastic diffusion, describing the co-evolution of the solid condensed and microscopic fluid phase. In particular, we establish non-trivial mass exchange between the two phases. The resulting scaling limit extends the Poisson-Dirichlet diffusion (Ethier and Kurtz, 1981), introducing an additional control process that modulates its parameters. Our result builds on classical estimates of generator differences, which in this setting yield non-vanishing deterministic error bounds. We provide the missing probabilistic ingredient by showing instantaneous condensation, with particle clusters concentrating on a vanishing volume fraction immediately. We further establish the well-posedness of the limiting dynamics generally as Feller processes on a compact state space.