日本語フィールド
著者:Kenji Handa題名:Ergodic properties for alpha-CIR models and a class of generalized Fleming-Viot processes発表情報:Electronic Journal of Probability 巻: 19 号: 65 ページ: 1-25キーワード:概要:抄録:We discuss a Markov jump process regarded as a variant of the CIR (Cox-Ingersoll-Ross) model and its infinite-dimensional extension.
These models belong to a class of measure-valued branching processes with immigration, whose jump mechanisms are governed by certain stable laws.
The main result gives a lower spectral gap estimate for the generator.
As an application, a certain ergodic property is shown for the generalized Fleming-Viot process obtained as the time-changed ratio process.英語フィールド
Author:Kenji HandaTitle:Ergodic properties for alpha-CIR models and a class of generalized Fleming-Viot processesAnnouncement information:Electronic Journal of Probability Vol: 19 Issue: 65 Page: 1-25An abstract:We discuss a Markov jump process regarded as a variant of the CIR (Cox-Ingersoll-Ross) model and its infinite-dimensional extension.
These models belong to a class of measure-valued branching processes with immigration, whose jump mechanisms are governed by certain stable laws.
The main result gives a lower spectral gap estimate for the generator.
As an application, a certain ergodic property is shown for the generalized Fleming-Viot process obtained as the time-changed ratio process.