کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4591291 1335021 2012 37 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The sector constants of continuous state branching processes with immigration
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
The sector constants of continuous state branching processes with immigration
چکیده انگلیسی

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 non-commutative probability theory will be pointed out through calculations involving the Stieltjes transform.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 262, Issue 10, 15 May 2012, Pages 4488-4524