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Exit times for an increasing Lévy tree-valued process
Romain Abraham 1, Jean-François Delmas 2, Patrick Hoscheit ( ) 1, 2
(2012-02-24)

We give an explicit construction of the increasing tree-valued process introduced by Abraham and Delmas using a random point process of trees and a grafting procedure. This random point process will be used in companion papers to study record processes on Lévy trees. We use the Poissonian structure of the jumps of the increasing tree-valued process to describe its behavior at the first time the tree grows higher than a given height. We also give the joint distribution of this exit time and the ascension time which corresponds to the first infinite jump of the tree-valued process.
1:  Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO)
Université d'Orléans – CNRS : UMR7349
2:  Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
Ecole des Ponts ParisTech
Mathematics/Probability
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