Level–wise Approximation of a Markov Process Associated to the Boundary of an Infinite Tree

Servet Martínez (), Daniel Remenik () and Jaime San Martín ()
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Servet Martínez: Centro de Modelamiento Matemático
Daniel Remenik: Centro de Modelamiento Matemático
Jaime San Martín: Centro de Modelamiento Matemático

Journal of Theoretical Probability, 2007, vol. 20, issue 3, 561-579

Abstract: Abstract We study an approximation of a Markov process associated to the boundary of an infinite rooted tree. This approximation is constructed by projecting the infinitesimal generator of the original process (defined on the boundary) onto the spaces associated to the filtration spanned by the successive levels of the rooted tree.

Keywords: Markov process; Infinite tree; Potential theory; Green kernel; Approximation; Boundary process; Ultrametricity; Ultrametric matrix; Tree matrix (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10959-007-0073-2

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