The Gorin-Shkolnikov identity and its random tree generalization
From MaRDI portal
Publication:2664546
DOI10.1007/s10959-021-01128-yzbMath1477.60128arXiv1910.08672OpenAlexW3194360917MaRDI QIDQ2664546
Publication date: 17 November 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.08672
Brownian excursionLévy processLamperti transformJeulin's identitycontinuous state branching processesGalton-Watson branching processescontinuum random trees
Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A pathwise interpretation of the Gorin-Shkolnikov identity
- A Lamperti-type representation of continuous-state branching processes with immigration
- Bessel bridges decomposition with varying dimension: applications to finance
- The continuum random tree. I
- Asymptotic fringe distributions for general families of random trees
- Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
- Continuum random trees and branching processes with immigration
- A relation between Brownian bridge and Brownian excursion
- Branching processes in Lévy processes: The exploration process
- Branching processes in Lévy processes: Laplace functionals of snakes and superprocesses
- A survey and some generalizations of Bessel processes
- Self-similar fragmentation derived from the stable tree. I: Splitting at heights
- Strata of random mappings---a combinatorial approach
- Stochastic Airy semigroup through tridiagonal matrices
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- The genealogy of continuous-state branching processes with immigration
- A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
- The exploration process of inhomogeneous continuum random trees, and an extension of Jeulin's local time identity
- Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
- Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes
- Beta ensembles, stochastic Airy spectrum, and a diffusion
- Some Useful Functions for Functional Limit Theorems
- Asymptotic behaviour of continuous time, continuous state-space branching processes
- Brownian bridge asymptotics for random mappings
- On the profile of random trees
- Matrix models for beta ensembles
- Continuous state branching processes
- Probability
- Parking functions, empirical processes, and the width of rooted labeled trees
This page was built for publication: The Gorin-Shkolnikov identity and its random tree generalization