Weak convergence of continuous-state branching processes with large immigration

被引：0

作者：

Foucart, Clement ^{[1
,2
]}

Yuan, Linglong ^{[3
]}

机构：

[1] Ecole Polytech, CMAP, IP Paris, Palaiseau, France

[2] Univ Sorbonne Paris Nord, LAGA, Villetaneuse, France

[3] Univ Liverpool, Dept Math Sci, Liverpool, England

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2025年 / 179卷

关键词：

Continuous-state branching process; Immigration; Functional limit theorem; Subordinator; Extremal process; Shot noise process; Regularly varying function; LIMIT-THEOREMS; SUBORDINATORS;

D O I：

10.1016/j.spa.2024.104497

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Functional limit theorems are established for continuous-state branching processes with immigration (CBIs), where the reproduction laws have finite first moments and the immigration laws exhibit large tails. Different regimes of immigration are identified, leading to limiting processes that are either subordinators, CBIs, extremal processes, or extremal shot noise processes.

引用

页数：18

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