Stationary Markov Processes
نویسنده
چکیده
We consider some classes of stationary, counting{measure{valued Markov processes and their companions under time{reversal. Examples arise in the L evy{It^ o decomposition of stable Ornstein{Uhlenbeck processes, the large{time asymptotics of the standard additive coalescent, and extreme value theory. These processes share the common feature that points in the support of the evolving counting{ measure are born or die randomly, but each point follows a deterministic ow during its life{time.
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