Journal article icon

Journal article

Diffusion on a space of interval partitions: Construction from marked Lévy processes

Abstract:

Consider a spectrally positive Stable(1+α) process whose jumps we interpret as lifetimes of individuals. We mark the jumps by continuous excursions assigning “sizes” varying during the lifetime. As for Crump–Mode–Jagers processes (with “characteristics”), we consider for each level the collection of individuals alive. We arrange their “sizes” at the crossing height from left to right to form an interval partition. We study the continuity and Markov properties of the interval-partition-valued ...

Expand abstract
Publication status:
Published
Peer review status:
Peer reviewed

Actions


Access Document


Files:
Publisher copy:
10.1214/20-EJP521

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Oxford college:
Brasenose College
Role:
Author
ORCID:
0000-0003-0593-8682
Publisher:
Institute of Mathematical Statistics
Journal:
Electronic Journal of Probability More from this journal
Volume:
25
Article number:
133
Publication date:
2020-10-29
Acceptance date:
2020-09-06
DOI:
EISSN:
1083-6489
Language:
English
Keywords:
Pubs id:
1054047
Local pid:
pubs:1054047
Deposit date:
2020-09-22

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP