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Measure-valued Processes, Self-similarity and Flickering Random Measures

. Fractal Geometry and Stochastics IV, volume 61 of Progress in Probability, Birkhäuser Basel, (2009)
DOI: 10.1007/978-3-0346-0030-9_6

Abstract

In this article, we discuss two of the main prototypes of measure-valued processes, namely the classical Fleming-Viot and Dawson-Watanabe processes, and some of their recent generalizations. In particular, we show how the so-called lookdown construction of Donnelly and Kurtz can be used to reveal interesting structural and path-properties of the (generalized) processes in the case when the underlying motion and branching mechanisms satisfy certain self-similarity properties. As applications of the method, we first discuss the notion of a ‘flickering random measure’, and then conclude with remarks about properties of the support of general, and in particular Beta-, Fleming-Viot processes.

Description

Flickering occurs when branching is heavy-tailed. Has a nice review of the field, including Fleming-Viot as a time-change of Dawson-Watanabe.

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