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2021 On the branching convolution equation E=ZE
Pascal Maillard, Bastien Mallein
Author Affiliations +
Electron. Commun. Probab. 26: 1-12 (2021). DOI: 10.1214/21-ECP431

Abstract

We characterize all random point measures which are in a certain sense stable under the action of branching. Denoting by ⊛ the branching convolution operation introduced by Bertoin and Mallein, and by Z the law of a random point measure on the real line, we are interested in solutions to the fixed-point equation E=ZE, with E a random point measure distribution. Under suitable assumptions, we characterize all solutions of this equation as shifted decorated Poisson point processes with a uniquely defined shift.

Acknowledgements

We are grateful to the anonymous referee for the relevant comments that helped improve the first version of this article.

Citation

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Pascal Maillard. Bastien Mallein. "On the branching convolution equation E=ZE." Electron. Commun. Probab. 26 1 - 12, 2021. https://doi.org/10.1214/21-ECP431

Information

Received: 5 June 2021; Accepted: 24 September 2021; Published: 2021
First available in Project Euclid: 3 December 2021

arXiv: 2106.02544
Digital Object Identifier: 10.1214/21-ECP431

Subjects:
Primary: 60G55 , 60G70 , 60J80
Secondary: 60G42 , 60G50

Keywords: branching convolution operation , Branching random walk , Extremal process , fixed-point equation , point process , smoothing transform

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