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2014 Ergodic properties for $\alpha$-CIR models and a class of generalized Fleming-Viot processes
Kenji Handa
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Electron. J. Probab. 19: 1-25 (2014). DOI: 10.1214/EJP.v19-2928

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.

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Kenji Handa. "Ergodic properties for $\alpha$-CIR models and a class of generalized Fleming-Viot processes." Electron. J. Probab. 19 1 - 25, 2014. https://doi.org/10.1214/EJP.v19-2928

Information

Accepted: 24 July 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1327.60167
MathSciNet: MR3238785
Digital Object Identifier: 10.1214/EJP.v19-2928

Subjects:
Primary: 60J75
Secondary: 60G57

JOURNAL ARTICLE
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Vol.19 • 2014
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