The structure of the local time of Markov processes indexed by Lévy trees

• 成果类型: Article
• 署名作者: Riera, Armand; Rosales-Ortiz, Alejandro
• 署名单位: Universite Paris Cite; Sorbonne Universite; University of Zurich
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-023-01258-w
• 发表日期: 2024
• 页码: 1-99
• 关键词: scaling limit; branching-processes; Levy processes; GROWTH; models

摘要

We construct an additive functional playing the role of the local time-at a fixed point x-for Markov processes indexed by Levy trees. We start by proving that Markov processes indexed by Levy trees satisfy a special Markov property which can be thought as a spatial version of the classical Markov property. Then, we construct our additive functional by an approximation procedure and we characterize the support of its Lebesgue-Stieltjes measure. We also give an equivalent construction in terms of a special family of exit local times. Finally, combining these results, we show that the points at which the Markov process takes the value x encode a new Levy tree and we construct explicitly its height process. In particular, we recover a recent result of Le Gall concerning the subordinate tree of the Brownian tree where the subordination function is given by the past maximum process of Brownian motion indexed by the Brownian tree.