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2018 Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
Miraine Dávila Felipe, Amaury Lambert
Electron. J. Probab. 23: 1-30 (2018). DOI: 10.1214/18-EJP221

Abstract

We consider a spectrally positive Lévy process $X$ that does not drift to $+\infty $, viewed as coding for the genealogical structure of a (sub)critical branching process, in the sense of a contour or exploration process [34, 29]. We denote by $I$ the past infimum process defined for each $t\geq 0$ by $I_t:= \inf _{[0,t]} X$ and we let $\gamma $ be the unique time at which the excursion of the reflected process $X-I$ away from 0 attains its supremum. We prove that the pre-$\gamma $ and the post-$\gamma $ subpaths of this excursion are invariant under space-time reversal, which has several other consequences in terms of duality for excursions of Lévy processes. It implies in particular that the local time process of this excursion is also invariant when seen backward from its height. As a corollary, we obtain that some (sub)critical branching processes such as the binary, homogeneous (sub)critical Crump-Mode-Jagers (CMJ) processes and the excursion away from 0 of the critical Feller diffusion, which is the width process of the continuum random tree, are invariant under time reversal from their extinction time.

Citation

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Miraine Dávila Felipe. Amaury Lambert. "Branching processes seen from their extinction time via path decompositions of reflected Lévy processes." Electron. J. Probab. 23 1 - 30, 2018. https://doi.org/10.1214/18-EJP221

Information

Received: 24 August 2017; Accepted: 4 September 2018; Published: 2018
First available in Project Euclid: 25 September 2018

zbMATH: 06964792
Digital Object Identifier: 10.1214/18-EJP221

Subjects:
Primary: 60G51
Secondary: 60G17 , 60J55 , 60J80

Keywords: Duality , Esty transform , Excursion measure , Lévy process conditioned to stay positive , Ray-Knight theorem , space-time reversal , Williams decomposition

Vol.23 • 2018
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