Uniform control of local times of spectrally positive stable processes
From MaRDI portal
Publication:1617136
DOI10.1214/17-AAP1370zbMath1402.60056arXiv1609.06707MaRDI QIDQ1617136
Matthias Winkel, Soumik Pal, Douglas Rizzolo, Noah Mills Forman
Publication date: 7 November 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.06707
Hölder continuityexcursion theorystable processsquared Bessel processesCMJ processlocal time approximationrestricted Lévy process
Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)
Related Items
Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\) ⋮ A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions ⋮ The Aldous chain on cladograms in the diffusion limit ⋮ Squared Bessel processes of positive and negative dimension embedded in Brownian local times ⋮ Exchangeable hierarchies and mass-structure of weighted real trees ⋮ Diffusions on a space of interval partitions: construction from marked Lévy processes ⋮ Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions ⋮ Polynomial mixing time of edge flips on quadrangulations ⋮ A dynamic model for the two-parameter Dirichlet process ⋮ A Ray-Knight representation of up-down Chinese restaurants ⋮ Metrics on sets of interval partitions with diversity
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two-parameter family of infinite-dimensional diffusions on the Kingman simplex
- Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
- Lévy processes with marked jumps. I: Limit theorems
- Two uniform intrinsic constructions for the local time of a class of Lévy processes
- Mesure du voisinage and occupation density
- Necessary and sufficient conditions for the continuity of local time of Lévy processes
- A global intrinsic characterization of Brownian local time
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion
- Exact rates of convergence to Brownian local time
- Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- A survey and some generalizations of Bessel processes
- On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
- Alpha-diversity processes and normalized inverse-Gaussian diffusions
- Completely asymmetric Lévy processes confined in a finite interval
- The contour of splitting trees is a Lévy process
- Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case
- Local times for a class of Markoff processes
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
- Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
- Asymptotic laws for compositions derived from transformed subordinators
- Introductory lectures on fluctuations of Lévy processes with applications.
- On doubly reflected completely asymmetric Lévy processes.
- Hitting densities for spectrally positive stable processes
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- [https://portal.mardi4nfdi.de/wiki/Publication:3923330 Generalised arc length for brownian motion and L�vy processes]
- The infinitely-many-neutral-alleles diffusion model
- A decomposition of Bessel Bridges
- Convergence of general branching processes and functionals thereof
- On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
- Conditioned stable Lévy processes and the Lamperti representation