Lévy processes conditioned on having a large height process
DOI10.1214/12-AIHP491zbMath1295.60058arXiv1106.2245MaRDI QIDQ376686
Publication date: 19 November 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.2245
Lévy process; queueing theory; spine decomposition; splitting tree; size-biased distribution; Doob harmonic transform; exploration process; height process
60G51: Processes with independent increments; Lévy processes
60K25: Queueing theory (aspects of probability theory)
60J85: Applications of branching processes
60G44: Martingales with continuous parameter
60G07: General theory of stochastic processes
60G57: Random measures
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
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