English

Excursion theory for Markov processes indexed by Levy trees

Probability 2024-11-20 v1

Abstract

We develop an excursion theory that describes the evolution of a Markov process indexed by a Levy tree away from a regular and instantaneous point xx of the state space. The theory builds upon a notion of local time at xx that was recently introduced in [37]. Despite the radically different setting, our results exhibit striking similarities to the classical excursion theory for R+\mathbb{R}_+-indexed Markov processes. We then show that the genealogy of the excursions can be encoded in a Levy tree called the tree coded by the local time. In particular, we recover by different methods the excursion theory of Abraham and Le Gall [2], which was developed for Brownian motion indexed by the Brownian tree.

Cite

@article{arxiv.2411.12717,
  title  = {Excursion theory for Markov processes indexed by Levy trees},
  author = {Armand Riera and Alejandro Rosales-Ortiz},
  journal= {arXiv preprint arXiv:2411.12717},
  year   = {2024}
}

Comments

64 pages. Comments are welcome

R2 v1 2026-06-28T20:05:21.384Z