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

DOI10.1016/S0304-4149(98)00042-8zbMATH Open0934.60046OpenAlexW1993367103MaRDI QIDQ1807262FDOQ1807262

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

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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)

Cites Work

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• A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
• The standard additive coalescent
• Construction of Markovian coalescents
• Storage processes with general release rule and additive inputs
• On stable Markov processes
• Jumping Markov processes
• Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law

Cited In (5)

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

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