How to cite item

Ergodic properties for $\alpha$-CIR models and a class of generalized Fleming-Viot processes

   
@article{EJP2928,
	author = {Kenji Handa},
	title = {Ergodic properties for $\alpha$-CIR models and a class of generalized Fleming-Viot processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {measure-valued branching process; CIR model; spectral gap; generalized Fleming-Viot process},
	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.},
	pages = {no. 65, 1-25},
	issn = {1083-6489},
	doi = {10.1214/EJP.v19-2928},    
        url = {http://ejp.ejpecp.org/article/view/2928}}