Abstract

Starting from a sequence of independent Wright-Fisher diffusion processes on [0, 1], we construct a class of reversible infinite-dimensional diffusion processes on Δ∞ := {x ∈ [0, 1]N: ∑i≥1xi = 1} with GEM distribution as the reversible measure. Log-Sobolev inequalities are established for these diffusions, which lead to the exponential convergence of the corresponding reversible measures in the entropy. Extensions are made to a class of measure-valued processes over an abstract space S. This provides a reasonable alternative to the Fleming-Viot process, which does not satisfy the log-Sobolev inequality when S is infinite as observed by Stannat (2000).

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