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The sector constants of continuous state branching processes with immigration

発表形態:
原著論文
主要業績:
主要業績
単著・共著:
単著
発表年月:
2012年05月
DOI:
会議属性:
指定なし
査読:
有り
リンク情報:

日本語フィールド

著者:
Kenji Handa
題名:
The sector constants of continuous state branching processes with immigration
発表情報:
Journal of Functional Analysis 巻: 262 号: 10 ページ: 4488-4524
キーワード:
概要:
マルコフ過程のディリクレ形式から定まるセクター定数を利用して,不可逆性の度合いの尺度を導入することができる.本論文では移入を伴う連続相空間上の分枝過程の場合にその量の評価を行った.
抄録:
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 noncommutative probability theory will be pointed out through calculations involving the Stieltjes transform.

英語フィールド

Author:
Kenji Handa
Title:
The sector constants of continuous state branching processes with immigration
Announcement information:
Journal of Functional Analysis Vol: 262 Issue: 10 Page: 4488-4524
An 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 noncommutative probability theory will be pointed out through calculations involving the Stieltjes transform.


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