Infinite Markov particle systems associated with absorbing stable motion on a half space (Q2251167)

The half-space is defined as \(H=\mathbb R^{d-1}\times (0,\infty)\). The author considers an absorbing stable motion on the half-space \(H\), i.e., an absorbing Brownian motion on \(H\), time-changed by an increasing \(\alpha\)-stable process with \(0<\alpha<1\), independent of the Brownian motion itself. Then a Kuznetsov measure associated with the resulting process is introduced using the density of the entrance law and the density of the invariant measure. Further, based on these concepts, a Markov particle system is considered which is called the infinite stationary Markov particle system with singular immigration associated with absorbing stable motions on \(H\). At last, it is supposed that the original part of the system starts from a fixed suitable measure concentrated in the discrete number of points and the martingale problem is considered for the constructed system. In order to give the martingale characterization, the properties of the transition probabilities of absorbing stable motion in \(H\) and the entrance laws are investigated. The remainder of the paper is devoted to the finiteness of the number of particles near the boundary of immigration.