Branching particle systems in spectrally one-sided Lévy processes

DOI10.1007/S11464-015-0473-ZMaRDI QIDQ2355249zbMATH OpenOpenAlexFDO

Authors Hui He, Zenghu Li, Xiaowen Zhou

Publication date 21 July 2015

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.0890

zbMATH Keywords

subordinatorsbranching particle systemsCrump-Mode-Jagers branching processspectrally one-sided Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Superprocesses (60J68)

Abstract: We investigate the branching structure coded by the excursion above zero of a spectrally positive Levy process. The main idea is to identify the level of the Levy excursion as the time and count the number of jumps upcrossing the level. By regarding the size of a jump as the birth site of a particle, we construct a branching particle system in which the particles undergo nonlocal branchings and deterministic spatial motions to the left on the positive half line. A particle is removed from the system as soon as it reaches the origin. Then a measure-valued Borel right Markov process can be defined as the counting measures of the particle system. Its total mass evolves according to a Crump-Mode-Jagers branching process and its support represents the residual life times of those existing particles. A similar result for spectrally negative Levy process is established by a time reversal approach. Properties of the measure-valued processes can be studied via the excursions for the corresponding Levy processes.

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Cited in

(1)

• Survival and maximum of spectrally negative branching Lévy processes with absorption

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