论文标题

Bernstein功能的Loewner理论II:应用于不均匀的连续分支过程

Loewner Theory for Bernstein functions II: applications to inhomogeneous continuous-state branching processes

论文作者

Gumenyuk, Pavel, Hasebe, Takahiro, Pérez, José-Luis

论文摘要

本文的主要目的是研究时间不均匀的一维分支过程(主要是在连续的,也是在离散的状态空间上),借助Loewner理论的最新成就,与复杂平面的简单相互连接领域中的全体形态自我图的进化家庭有关。在适当的随机连续性条件下,我们表明,分支过程的拉普拉斯指数的家族可以将$ [0,\ infty] $上的分支过程的家族表征为拓扑(即依赖于时间参数的连续)反向进化族,其元素是Bernstein功能。对于更常规性W.R.T.的情况时间,我们为拉普拉斯指数建立了一个loewner -kufarev类型ode,并根据驱动此ODE的向量场来表征具有有限平均值的分支过程。对于离散状态空间上的分支过程的概率生成功能的家族,也获得了类似的结果。此外,我们发现了此类分支过程“空间”嵌入到$ [0,\ infty] $上的分支过程中的必要条件。最后,我们对Denjoy -Wolff Point进行了一些概率解释,价格为$ 0 $,$ \ infty $。

The main purpose of this paper is to study time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a discrete state space) with the help of recent achievements in Loewner Theory dealing with evolution families of holomorphic self-maps in simply connected domains of the complex plane. Under a suitable stochastic continuity condition, we show that the families of the Laplace exponents of branching processes on $[0,\infty]$ can be characterized as topological (i.e. depending continuously on the time parameters) reverse evolution families whose elements are Bernstein functions. For the case of a stronger regularity w.r.t. time, we establish a Loewner - Kufarev type ODE for the Laplace exponents and characterize branching processes with finite mean in terms of the vector field driving this ODE. Similar results are obtained for families of probability generating functions for branching processes on the discrete state space $\{0,1,2,\ldots\}\cup\{\infty\}$. In addition, we find necessary and sufficient conditions for "spatial" embeddability of such branching processes into branching processes on $[0,\infty]$. Finally, we give some probabilistic interpretations of the Denjoy - Wolff point at $0$ and at $\infty$.

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