The sector constants of continuous state branching processes with immigration

Autor:	Handa, Kenji
Rok vydání:	2011
Předmět:	Mathematics - Probability 60J75
Druh dokumentu:	Working Paper
Popis:	Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class of models, we prove that every generalized gamma convolution is a stationary distribution of the process with suitably chosen branching mechanism and with continuous immigration. For such non-reversible processes, the strong sector condition is discussed in terms of a characteristic called the Thorin measure. In addition, some connections with notion from noncommutative probability theory will be pointed out through calculations involving the Stieltjes transform. Comment: 36 pages, LaTex; The proof of Lemma 2.1 has been removed
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1108.1289 Zobrazit plný text záznamu View this record from Arxiv