819 research outputs found

    Breadth first search coding of multitype forests with application to Lamperti representation

    Get PDF
    We obtain a bijection between some set of multidimensional sequences and this of dd-type plane forests which is based on the breadth first search algorithm. This coding sequence is related to the sequence of population sizes indexed by the generations, through a Lamperti type transformation. The same transformation in then obtained in continuous time for multitype branching processes with discrete values. We show that any such process can be obtained from a d2d^2 dimensional compound Poisson process time changed by some integral functional. Our proof bears on the discretisation of branching forests with edge lengths

    Large deviations for clocks of self-similar processes

    Full text link
    The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a L\'evy process drifting to \infty and its inverse, the clock of the corresponding positive self-similar process. We describe here asymptotical properties of these clocks in large time, extending the results of Yor and Zani

    Potentials of stable processes

    Get PDF
    For a stable process, we give an explicit formula for the potential measure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and undershoot from the maximum at exit from a bounded interval. We obtain the equivalent quantities for a stable process reflected in its infimum. The results are obtained by exploiting a simple connection with the Lamperti representation and exit problems of stable processes.Comment: 10 page
    corecore