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


 
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1. Title Title of document Ergodic properties for $\alpha$-CIR models and a class of generalized Fleming-Viot processes
 
2. Creator Author's name, affiliation, country Kenji Handa; Saga University; Japan
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) measure-valued branching process; CIR model; spectral gap; generalized Fleming-Viot process
 
3. Subject Subject classification 60J75; 60G57
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-07-24
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2928
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-2928
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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