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Weak convergence of continuous-state branching processes with large immigration.
- Source :
-
Stochastic Processes & Their Applications . Jan2025, Vol. 179, pN.PAG-N.PAG. 1p. - Publication Year :
- 2025
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03044149
- Volume :
- 179
- Database :
- Academic Search Index
- Journal :
- Stochastic Processes & Their Applications
- Publication Type :
- Academic Journal
- Accession number :
- 181110903
- Full Text :
- https://doi.org/10.1016/j.spa.2024.104497