Séminaire de Probabilités commun ICJ/UMPA

Excursion theory for Markov processes indexed by Lévy trees

by Mr Alejandro Rosales (Institut für Mathematik, Zurich)

Europe/Paris
Salle 435 (ENS de Lyon)

Salle 435

ENS de Lyon

Description

We introduce the notion of a Markov process indexed by a random tree, and discuss how one can develop an excursion theory for such a class of random objects. The study of this universal class, in the particular case when the random tree is the Brownian tree and the Markov process is a Brownian motion,  has been essential in the development of the so-called Brownian geometry. No prerequisites aside from basic properties of Brownian motion will be assumed. The content of this talk is based on joint works with Armand Riera.