Intertwining of birth-and-death processes

It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the negatives of the eigenvalues of the stopped process. Recently, Diaconis and Miclo have given a probabilistic proof of this fact by constructing a coupling between a general birth-and-death process and a process whose birth rates are the negatives of the eigenvalues, ordered from high to low, and whose death rates are zero, in such a way that the latter process is always ahead of the former, and both arrive at the same time at the given level. In this note, we extend their methods by constructing a third process, whose birth rates are the negatives of the eigenvalues ordered from low to high and whose death rates are zero, which always lags behind the original process and also arrives at the same time.Comment: 12 pages. 1 figure. Some typoes corrected and minor change

Subcritical contact processes seen from a typical infected site

What is the long-time behavior of the law of a contact process started with a single infected site, distributed according to counting measure on the lattice? This question is related to the configuration as seen from a typical infected site and gives rise to the definition of so-called eigenmeasures, which are possibly infinite measures on the set of nonempty configurations that are preserved under the dynamics up to a multiplicative constant. In this paper, we study eigenmeasures of contact processes on general countable groups in the subcritical regime. We prove that in this regime, the process has a unique spatially homogeneous eigenmeasure. As an application, we show that the exponential growth rate is continuously differentiable and strictly decreasing as a function of the recovery rate, and we give a formula for the derivative in terms of the eigenmeasures of the contact process and its dual.Comment: Changed the organization of the proofs somewhat to more clearly make a link to classical results about quasi-invariant laws. 44 page

Trimmed trees and embedded particle systems

In a supercritical branching particle system, the trimmed tree consists of those particles which have descendants at all times. We develop this concept in the superprocess setting. For a class of continuous superprocesses with Feller underlying motion on compact spaces, we identify the trimmed tree, which turns out to be a binary splitting particle system with a new underlying motion that is a compensated h-transform of the old one. We show how trimmed trees may be estimated from above by embedded binary branching particle systems.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/00911790400000009