2014年7月
Ergodic properties for alpha-CIR models and a class of generalized Fleming-Viot processes
ELECTRONIC JOURNAL OF PROBABILITY
- 巻
- 19
- 号
- 65
- 開始ページ
- 1
- 終了ページ
- 25
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1214/EJP.v19-2928
- 出版者・発行元
- UNIV WASHINGTON, DEPT MATHEMATICS
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.
- リンク情報
- ID情報
-
- DOI : 10.1214/EJP.v19-2928
- ISSN : 1083-6489
- Web of Science ID : WOS:000341099900001