Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent

DOI10.1016/S0304-4149(98)00042-8MaRDI QIDQ1807262zbMATHOpenAlexFDO

Authors Steven Neil Evans, Jim Pitman

Publication date 18 November 1999

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(98)00042-8

zbMATH Keywords

coalescentpoint processstablePoisson processOrnstein-Uhlenbeck processesflowextreme valuestationarymeasure-valued processesjumping Markov processpiecewise deterministic

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25)

Recommendations

• scientific article; zbMATH DE number 1046033
• Construction of Markovian coalescents
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• Point processes associated with stationary stable processes

Cites work

• scientific article; zbMATH DE number 3901778 (Why is no real title available?)
• scientific article; zbMATH DE number 4020069 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 739283 (Why is no real title available?)
• A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
• Construction of Markovian coalescents
• Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law
• Jumping Markov processes
• On stable Markov processes
• Storage processes with general release rule and additive inputs
• The standard additive coalescent

Cited in

(5)

• Dynamics of the time to the most recent common ancestor in a large branching population
• The argmin process of random walks, Brownian motion and Lévy processes
• The standard additive coalescent
• Coupling Bertoin's and Aldous-Pitman's representations of the additive coalescent
• Rayleigh processes, real trees, and root growth with re-grafting

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