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