Branching processes seen from their extinction time via path decompositions of reflected Lévy processes

DOI10.1214/18-EJP221MaRDI QIDQ1990233zbMATH OpenOpenAlexFDO

Authors Miraine Dávila Felipe, Amaury Lambert

Publication date 25 October 2018

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.09195, https://projecteuclid.org/euclid.ejp/1537841130

zbMATH Keywords

dualityexcursion measureWilliams decompositionRay-Knight theoremEsty transformspace-time reversalLévy process conditioned to stay positive

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Sample path properties (60G17) Local time and additive functionals (60J55)

Abstract: We consider a spectrally positive L'evy process $X$ that does not drift to $+infty$, viewed as coding for the genealogical structure of a (sub)critical branching process, in the sense of a contour or exploration process cite{GaJa98,Lam10}. We denote by $I$ the past infimum process defined for each $tgeq0$ by $I_t:=in{f}_{[0,t]}X$ and we let $gamma$ be the unique time at which the excursion of the reflected process $X-I$ away from 0 attains its supremum. We prove that the pre-$gamma$ and the post-$gamma$ subpaths of this excursion are invariant under space-time reversal, which has several other consequences in terms of duality for excursions of L'evy processes. It implies in particular that the local time process of this excursion is also invariant when seen backward from its height. As a corollary, we obtain that some (sub)critical branching processes such as the (sub)critical Crump-Mode-Jagers (CMJ) processes and the excursion away from 0 of the critical Feller diffusion, which is the width process of the continuum random tree, are invariant under time reversal from their extinction time.

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• Branching particle systems in spectrally one-sided Lévy processes
• Time reversal dualities for some random forests

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