On the genealogy of conditioned stable Levy forests

被引:0
|
作者
Chaumont, L. [1 ]
Pardo, J. C. [2 ]
机构
[1] Univ Angers, LAREMA, Dept Math, F-49045 Angers 01, France
[2] Univ Bath, Dept Math Sci, Bath BA2 7AY, Avon, England
关键词
Random tree; conditioned Galton-Watson forest; height process; coding random walk; stable Levy process; weak convergence;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A Levy forest of size s > 0 is a Poisson pout process in the set of Levy trees which is defined on the time interval [0, s]. The total mass of this forest is defined by the sum of the masses of all its trees. We give a realization of the stable Levy forest of a given size conditioned on its total mass using the path of the unconditioned forest. Then, we prove an invariance principle for this conditioned forest by considering k independent Galton-Watson trees whose offspring distribution is in the domain of attraction of any stable law conditioned on their total progeny to be equal to n. We prove that when n and k tend towards +infinity, under suitable rescaling,, the associated coding random walk, the contour and height processes all converge in law on the Skorokhod space towards the first passage bridge and height process of a stable Levy process with no negative jumps respectively
引用
收藏
页码:261 / 279
页数:19
相关论文
共 50 条
  • [1] Conditioned stable Levy processes and the Lamperti representation
    Caballero, M. E.
    Chaumont, L.
    [J]. JOURNAL OF APPLIED PROBABILITY, 2006, 43 (04) : 967 - 983
  • [2] Conditioned random walks and Levy processes
    Doney, R. A.
    Jones, E. M.
    [J]. BULLETIN OF THE LONDON MATHEMATICAL SOCIETY, 2012, 44 : 139 - 150
  • [3] Levy processes conditioned to stay positive
    [J]. FLUCTUATION THEORY FOR LEVY PROCESSES, 2007, 1897 : 81 - 93
  • [4] On Levy processes conditioned to avoid zero
    Panti, Henry
    [J]. ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2017, 14 (02): : 657 - 690
  • [5] STABLE ISOTOPE GENEALOGY OF METEORITES
    PILLINGER, CT
    [J]. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 1988, 325 (1587): : 525 - 533
  • [6] Hereditary tree growth and Levy forests
    Duquesne, Thomas
    Winkel, Matthias
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 129 (10) : 3690 - 3747
  • [7] Bridges of Levy processes conditioned to stay positive
    Uribe Bravo, Geronimo
    [J]. BERNOULLI, 2014, 20 (01) : 190 - 206
  • [8] On levy processes conditioned to stay positive.
    Chaumont, L
    Doney, RA
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2005, 10 : 948 - 961
  • [9] Conditioned Point Processes with Application to Levy Bridges
    Conforti, Giovanni
    Kosenkova, Tetiana
    Roelly, Sylvie
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 2019, 32 (04) : 2111 - 2134
  • [10] The Levy Laplacian and stable processes
    Saitô, K
    [J]. CHAOS SOLITONS & FRACTALS, 2001, 12 (14-15) : 2865 - 2872