English

Branching-stable point processes

Probability 2015-10-28 v2

Abstract

The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by tt corresponds to letting such a configuration evolve according to a Markov branching particle system for -logt\log t time. We prove that these are the only stochastic operations satisfying basic associativity and distributivity properties and we thus introduce the notion of branching-stable point processes. We characterise stable distributions with respect to local branching as thinning-stable point processes with multiplicities given by the quasi-stationary (or Yaglom) distribution of the branching process under consideration. Finally we extend branching-stability to random variables with the help of continuous branching (CB) processes, and we show that, at least in some frameworks, F\mathcal{F}-stable integer random variables are exactly Cox (doubly stochastic Poisson) random variables driven by corresponding CB-stable continuous random variables.

Keywords

Cite

@article{arxiv.1503.01329,
  title  = {Branching-stable point processes},
  author = {Giacomo Zanella and Sergei Zuyev},
  journal= {arXiv preprint arXiv:1503.01329},
  year   = {2015}
}

Comments

31 pages. To appear in Electronic Journal of Probability

R2 v1 2026-06-22T08:44:15.125Z