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Arbres, excursions et processus de Lévy complètement asymétriques

Abstract : In the first chapter, we study the conditioning of a completely asymmetric Lévy process to remain in a finite interval.

The next two chapters are dedicated to continuous-state branching processes, which are time-changed Lévy processes with no negative jumps: genealogy (second chapter), from which we derive Ray-Knight type theorems, and conditioning to be never extinct (third chapter).

The last chapter deals with multivariate renewal theory in two natural cases of nested random sets.
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https://tel.archives-ouvertes.fr/tel-00252150
Contributor : Amaury Lambert <>
Submitted on : Thursday, February 14, 2008 - 4:06:31 PM
Last modification on : Thursday, December 10, 2020 - 12:37:01 PM
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Amaury Lambert. Arbres, excursions et processus de Lévy complètement asymétriques. Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2001. Français. ⟨tel-00252150⟩

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