Skew Convolution Semigroups and Related Immigration Processes

DOI10.1137/S0040585X97978890zbMATH Open1020.60070arXivmath/0606617MaRDI QIDQ3147226FDOQ3147226

Zenghu Li

Publication date: 18 September 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Abstract: A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability entrance laws. The related immigration process is constructed by summing up measure-valued paths in the Kuznetsov process determined by an entrance rule. The behavior of the Kuznetsov process is then studied, which provides insights into trajectory structures of the immigration process. Some well-known results on excessive measures are formulated in terms of stationary immigration processes.

Full work available at URL: https://arxiv.org/abs/math/0606617

zbMATH Keywords

superprocessKuznetsov measureskew convolution semigroupexcessive measuremeasure-valued branching processimmigration processentrance lawentrance rule

Mathematics Subject Classification ID

Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (19)

• Immigration processes associated with branching particle systems
• Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
• Skeletal stochastic differential equations for continuous-state branching processes
• Path-valued branching processes and nonlocal branching superprocesses
• Williams decomposition for superprocesses
• GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE
• Construction of immigration superprocesses with dependent spatial motion from one-di\-men\-sion\-al excursions
• Functional central limit theorems for supercritical superprocesses
• CONDITIONAL ENTRANCE LAWS FOR SUPERPROCESSES WITH DEPENDENT SPATIAL MOTION
• Central limit theorems for super Ornstein-Uhlenbeck processes
• On exceptional times for generalized Fleming-Viot processes with mutations
• Central limit theorems for supercritical superprocesses with immigration
• Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion
• Central limit theorems for supercritical superprocesses
• Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups
• Limit theorems for some critical superprocesses
• Continuous-State Branching Processes with Immigration
• Skew convolution semigroups and affine Markov processes
• Branching processes with immigration and related topics

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