Electronic Journal of Probability
- Electron. J. Probab.
- Volume 14 (2009), paper no. 84, 2418-2437.
Generalised Stable Fleming-Viot Processes as Flickering Random Measures
We study some remarkable path-properties of generalised stable Fleming-Viot processes (including the so-called spatial Neveu superprocess), inspired by the notion of a "wandering random measure" due to Dawson and Hochberg (1982). In particular, we make use of Donnelly and Kurtz' (1999) modified lookdown construction to analyse their longterm scaling properties, exhibiting a rare natural example of a scaling family of probability laws converging in f.d.d. sense, but not weakly w.r.t. any of Skorohod's topologies on path space. This phenomenon can be explicitly described and intuitively understood in terms of "sparks", leading to the concept of a "flickering random measure". In particular, this completes results of Fleischmann and Wachtel (2006) about the spatial Neveu process and complements results of Dawson and Hochberg (1982) about the classical Fleming Viot process.
Electron. J. Probab., Volume 14 (2009), paper no. 84, 2418-2437.
Accepted: 3 November 2009
First available in Project Euclid: 1 June 2016
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Generalised Fleming-Viot process flickering random measure measure-valued diffusion lookdown construction wandering random measure Neveu superprocess path properties tightness Skorohod topology
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Birkner, Matthias; Blath, Jochen. Generalised Stable Fleming-Viot Processes as Flickering Random Measures. Electron. J. Probab. 14 (2009), paper no. 84, 2418--2437. doi:10.1214/EJP.v14-712. https://projecteuclid.org/euclid.ejp/1464819545