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Exit times for an increasing Lévy tree-valued process.

Authors :
Abraham, Romain
Delmas, Jean-François
Hoscheit, Patrick
Source :
Probability Theory & Related Fields. Jun2014, Vol. 159 Issue 1/2, p357-403. 47p.
Publication Year :
2014

Abstract

We give an explicit construction of the increasing tree-valued process introduced by Abraham and Delmas using a random point process of trees and a grafting procedure. This random point process will be used in companion papers to study record processes on Lévy trees. We use the Poissonian structure of the jumps of the increasing tree-valued process to describe its behavior at the first time the tree grows higher than a given height, using a spinal decomposition of the tree, similar to the classical Bismut and Williams decompositions. We also give the joint distribution of this exit time and the ascension time which corresponds to the first infinite jump of the tree-valued process. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01788051
Volume :
159
Issue :
1/2
Database :
Academic Search Index
Journal :
Probability Theory & Related Fields
Publication Type :
Academic Journal
Accession number :
95966257
Full Text :
https://doi.org/10.1007/s00440-013-0509-9