Exit times for an increasing Lévy tree-valued process - Archive ouverte HAL
Article Dans Une Revue Probability Theory and Related Fields Année : 2014

Exit times for an increasing Lévy tree-valued process

Résumé

We give an explicit construction of the increasing tree-valued process introduced by Abraham and Delmas using a random point process of trees and a grafting procedure. This random point process will be used in companion papers to study record processes on Lévy trees. We use the Poissonian structure of the jumps of the increasing tree-valued process to describe its behavior at the first time the tree grows higher than a given height, using a spinal decomposition of the tree, similar to the classical Bismut and Williams decompositions. We also give the joint distribution of this exit time and the ascension time which corresponds to the first infinite jump of the tree-valued process.
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Dates et versions

hal-00673870 , version 1 (24-02-2012)
hal-00673870 , version 2 (24-04-2015)

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Citer

Romain Abraham, Jean-François Delmas, Patrick Hoscheit. Exit times for an increasing Lévy tree-valued process. Probability Theory and Related Fields, 2014, 159 (1-2), pp.357-403. ⟨10.1007/s00440-013-0509-9⟩. ⟨hal-00673870v2⟩
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