Article ID Journal Published Year Pages File Type
1156300 Stochastic Processes and their Applications 2009 31 Pages PDF
Abstract

We study a genealogical model for continuous-state branching processes with immigration with a (sub)critical branching mechanism. This model allows the immigrants to be on the same line of descent. The corresponding family tree is an ordered rooted continuum random tree with a single infinite end defined by two continuous processes denoted by (H⃖t;t≥0) and (H⃗t;t≥0) that code the parts at resp. the left and the right hand side of the infinite line of descent of the tree. These processes are called the left and the right height processes. We define their local time processes via an approximation procedure and we prove that they enjoy a Ray–Knight property. We also discuss the important special case corresponding to the size-biased Galton–Watson tree in a continuous setting. In the last part of the paper we give a convergence result under general assumptions for rescaled discrete left and right contour processes of sequences of Galton–Watson trees with immigration. We also provide a strong invariance principle for a sequence of rescaled Galton–Watson processes with immigration that also holds in the supercritical case.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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