Exit times for an increasing Lévy tree-valued process
Consider a branching mechanism \(\psi\), that is, a function of the form: \(\psi(\lambda) = \alpha \lambda + \beta \lambda^2 + \int_{(0, +\infty)} (e^{-\lambda x} -1 + \lambda x I_{x<1})\,\Pi(dx)\) with \(\alpha\in{\mathbb R}\), \(\beta\geq 0\), \(\Pi\) a \(\sigma\)-finite measure on \((0, \infty)\) such that \(\int_{(0, +\infty)} (1\wedge x^2)\, \Pi(dx)< +\infty\). The paper considers the distribution \({\operatorname{P}}_r^{\psi}(d\mathcal T)\) of the Lévy tree \(\mathcal T\) when a CSBP (continuous-state branching process) starts at mass \(r>0\), or its excursion measure \({\operatorname{N}}^{\psi}[d\mathcal T]\), when the CSBP is distributed under its canonical measure. The \(\psi\)-Lévy tree possesses several striking features as pointed out by \textit{T. Duquesne} and \textit{J.-F. Le Gall} in [Random trees, Lévy processes and spatial branching processes. Astérisque 281. Paris: Société Mathématique de France (2002; Zbl 1037.60074)] and in [Probab. Theory Relat. Fields 131, No. 4, 553--603 (2005; Zbl 1070.60076)]. For instance, the branching nodes can only be of degree 3 (binary branching) if \(\beta>0\) or of infinite degree if \(\Pi\neq 0\). In [\textit{R. Abraham} and \textit{J.-F. Delmas}, Ann. Probab. 40, No. 3, 1167--1211 (2012; Zbl 1252.60072)], a decreasing continuum tree-valued process has been defined using the so-called pruning procedure of Lévy trees introduced in [\textit{R. Abraham} et al., Electron. J. Probab. 15, 1429--1473 (2010; Zbl 1231.60073)]. By marking a \(\psi\)-Lévy tree with two different kinds of marks (the first ones lying on the skeleton of the tree, the other ones on the nodes of infinite degree), one can prune the tree by throwing away all the points having a mark on their ancestral line, that is, the branch connecting them to the root. The main result of [Abraham et al., loc. cit.] is that the remaining tree is still a Lévy tree, with branching mechanism related to \(\psi\). The idea of Abraham and Delmas [loc. cit.] is to consider a particular pruning with an intensity depending on a parameter \(\theta\), so that the corresponding branching mechanism \(\psi_{\theta}\) is shifted by \(\theta: \psi_{\theta}(\lambda)= \psi(\theta+\lambda) - \psi(\theta)\). All the results of the present paper are stated in terms of real trees and not in terms of the height process or the exploration process that encode the tree as in [Abraham et al., loc. cit.]. The paper is organized as follows. Section 2 introduces all the material for the study. Section 3 recalls the definition of the growing tree-valued process by the pruning procedure as in [Abraham et al., loc. cit.] in the setting of real trees and give another construction using the grafting of trees given by random point processes. Section 4 is devoted to the application of this construction on the distribution of the tree at the times it overshoots a given height and just before (see Theorem 4.6).
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