Article ID Journal Published Year Pages File Type
4591291 Journal of Functional Analysis 2012 37 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory