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Diffusions on a space of interval partitions:...
Journal article

Diffusions on a space of interval partitions: construction from marked Lévy processes

Abstract

Consider a spectrally positive Stable$(1\!+\!\alpha )$ 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 …

Authors

Forman N; Pal S; Rizzolo D; Winkel M

Journal

Electronic Journal of Probability, Vol. 25, No. none,

Publisher

Institute of Mathematical Statistics

Publication Date

January 1, 2020

DOI

10.1214/20-ejp521

ISSN

1083-6489