Exit times for an increasing Lévy tree-valued process

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Publication:2249591

DOI10.1007/S00440-013-0509-9zbMATH Open1302.60077arXiv1202.5463OpenAlexW1981171142MaRDI QIDQ2249591FDOQ2249591

Romain Abraham, Jean-François Delmas, Patrick Hoscheit

Publication date: 2 July 2014

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We give an explicit construction of the increasing tree-valued process introduced by Abraham and Delmas using a random point process of trees and a grafting procedure. This random point process will be used in companion papers to study record processes on L'evy trees. We use the Poissonian structure of the jumps of the increasing tree-valued process to describe its behavior at the first time the tree grows higher than a given height. We also give the joint distribution of this exit time and the ascension time which corresponds to the first infinite jump of the tree-valued process.


Full work available at URL: https://arxiv.org/abs/1202.5463




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