Branching-stable point processes

DOI10.1214/EJP.V20-4158zbMATH Open1328.60046arXiv1503.01329MaRDI QIDQ894182FDOQ894182

Authors: Giacomo Zanella, Sergei Zuyev 

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle system for -$logt$ time. We prove that these are the only stochastic operations satisfying basic associativity and distributivity properties and we thus introduce the notion of branching-stable point processes. We characterise stable distributions with respect to local branching as thinning-stable point processes with multiplicities given by the quasi-stationary (or Yaglom) distribution of the branching process under consideration. Finally we extend branching-stability to random variables with the help of continuous branching (CB) processes, and we show that, at least in some frameworks, $mathcalF$-stable integer random variables are exactly Cox (doubly stochastic Poisson) random variables driven by corresponding CB-stable continuous random variables.

Full work available at URL: https://arxiv.org/abs/1503.01329

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zbMATH Keywords

point processstable distributionPoisson processbranching process[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+measure&go=Go L��vy measure]random measureCox processdiscrete stabilityCB-process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of branching processes (60J85) Superprocesses (60J68)

Cited In (8)

• Anticipative direct transformations on the Poisson space
• Process level moderate deviations for stabilizing functionals
• Branching point processes with independent transformations
• Branching-stable point measures and processes
• The radial spanning tree of a Poisson point process
• Stability for random measures, point processes and discrete semigroups
• Title not available (Why is that?)
• Finite thinning-selfdecomposable point processes

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