Weak convergence of continuous-state branching processes with large immigration
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 eith...
Saved in:
Published in | Stochastic processes and their applications Vol. 179; p. 104497 |
---|---|
Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.01.2025
|
Subjects | |
Online Access | Get full text |
Cover
Loading…
Summary: | 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. |
---|---|
ISSN: | 0304-4149 |
DOI: | 10.1016/j.spa.2024.104497 |