Weak convergence of continuous-state branching processes with large immigration

IF 1.1 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2024-09-30 DOI:10.1016/j.spa.2024.104497

Clément Foucart , Linglong Yuan

引用次数: 0

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.

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大量移民的连续状态分支过程的弱收敛性

为有移民的连续状态分支过程（CBIs）建立了功能极限定理，在这些过程中，繁殖规律具有有限的第一矩，而移民规律表现出大尾。确定了不同的移民机制，从而得出了从属过程、CBIs、极值过程或极值射噪声过程等极限过程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.