Lévy processes conditioned on having a large height process

DOI10.1214/12-AIHP491zbMath1295.60058arXiv1106.2245MaRDI QIDQ376686

Mathieu Richard

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

zbMATH Keywords

Lévy process; queueing theory; spine decomposition; splitting tree; size-biased distribution; Doob harmonic transform; exploration process; height process

Mathematics Subject Classification ID

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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