Skew Convolution Semigroups and Related Immigration Processes

DOI10.1137/S0040585X97978890MaRDI QIDQ3147226zbMATH OpenFDO

Authors Zenghu Li

Publication date 18 September 2002

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

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

zbMATH Keywords

entrance lawentrance ruleexcessive measureimmigration processKuznetsov measuremeasure-valued branching processskew convolution semigroupsuperprocess

Mathematics Subject Classification ID

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

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.

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Cited in

(21)

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

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