Back to Search Start Over

The Height Process of a Continuous-State Branching Process with Interaction

Authors :
Etienne Pardoux
Anton Wakolbinger
Zenghu Li
Institut de Mathématiques de Marseille (I2M)
Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS)
Source :
Journal of Theoretical Probability, Journal of Theoretical Probability, Springer, 2020, ⟨10.1007/s10959-020-01054-5⟩, Journal of Theoretical Probability, 2022, 35 (1), pp.142-185. ⟨10.1007/s10959-020-01054-5⟩
Publication Year :
2020
Publisher :
HAL CCSD, 2020.

Abstract

For a generalized continuous-state branching process with non-vanishing diffusion part, finite expectation and a directed (“left-to-right”) interaction, we construct the height process of its forest of genealogical trees. The connection between this height process and the population size process is given by an extension of the second Ray–Knight theorem. This paper generalizes earlier work of the two last authors which was restricted to the case of continuous branching mechanisms. Our approach is different from that of Berestycki et al. (Probab Theory Relat Fields 172:725–788, 2018). There the diffusion part of the population process was allowed to vanish, but the class of interactions was more restricted.

Details

Language :
English
ISSN :
08949840 and 15729230
Database :
OpenAIRE
Journal :
Journal of Theoretical Probability, Journal of Theoretical Probability, Springer, 2020, ⟨10.1007/s10959-020-01054-5⟩, Journal of Theoretical Probability, 2022, 35 (1), pp.142-185. ⟨10.1007/s10959-020-01054-5⟩
Accession number :
edsair.doi.dedup.....ddbbe977b289710148f93e50e5c2f640
Full Text :
https://doi.org/10.1007/s10959-020-01054-5⟩