UNIFORM CONTROL OF LOCAL TIMES OF SPECTRALLY POSITIVE STABLE PROCESSES

被引:7
|
作者
Forman, Noah [1 ]
Pal, Soumik [1 ]
Rizzolo, Douglas [2 ]
Winkel, Matthias [3 ]
机构
[1] Univ Washington, Dept Math, Seattle, WA 98195 USA
[2] Univ Delaware, Dept Math Sci, Newark, DE 19716 USA
[3] Univ Oxford, Dept Stat, 24-29 St Giles, Oxford OX1 3LB, England
来源
ANNALS OF APPLIED PROBABILITY | 2018年 / 28卷 / 04期
基金
英国工程与自然科学研究理事会;
关键词
Stable process; squared Bessel processes; CMJ process; local time approximation; excursion theory; restricted Levy process; Holder continuity; ASYMMETRIC LEVY PROCESSES; ERGODICITY; EXIT;
D O I
10.1214/17-AAP1370
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
We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked by a random path. The second gives moment control on the Holder constant of the local times, uniformly across a compact spatial interval and in certain random time intervals. For the latter, we introduce the notion of a Levy process restricted to a compact interval, which is a variation of Lambert's Levy process confined in a finite interval and of Pistorius' doubly reflected process. We use the results of this paper to exhibit a class of path-continuous branching processes of Crump-Mode-Jagers-type with continuum genealogical structure. A further motivation for this study lies in the construction of diffusion processes in spaces of interval partitions and R-trees, which we explore in forthcoming articles. In that context, local times correspond to branch lengths.
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页码:2592 / 2634
页数:43
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