Multiple Poisson-Dirichlet diffusions on generalized Kingman simplices

We construct a new class of infinite-dimensional diffusions with values in a generalized Kingman simplex with finitely many marks. The model describes the temporal evolution of the relative frequencies of infinitely many types that are labeled by a finite number $H$ of marks, but unlabeled within each mark. We first establish a blockwise skew-product representation for a finite-type Wright-Fisher diffusion, extending the aggregation-renormalization self-similarity property of Dirichlet laws. The decomposition separates an $H$-dimensional Wright-Fisher diffusion governing the evolving random mark masses, from $H$ Wright-Fisher diffusions, each run on its own random clock, which describe the evolution of the relative frequencies within each mark. After ranking the within-mark frequencies in decreasing order, we identify the distributional limit as the number of types per mark tends to infinity and we derive an explicit form of its infinitesimal generator on a suitable domain. The limiting diffusion admits the multiple Poisson-Dirichlet distribution as a stationary distribution; it recovers the infinitely-many-neutral-alleles diffusion when all types share the same mark and yields a diffusion on the Thoma simplex when there are two marks.