Weak convergence of continuous-state branching processes with large immigration

Foucart, Clément and Yuan, Linglong ORCID: 0000-0002-7851-1631 (2025) Weak convergence of continuous-state branching processes with large immigration. Stochastic Processes and their Applications, 179. p. 104497. ISSN 0304-4149

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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.

Item Type:	Article
Uncontrolled Keywords:	4901 Applied Mathematics, 49 Mathematical Sciences, 4905 Statistics
Divisions:	Faculty of Science and Engineering Faculty of Science and Engineering > School of Physical Sciences
Depositing User:	Symplectic Admin
Date Deposited:	03 Feb 2025 08:27
Last Modified:	03 Feb 2025 08:27
DOI:	10.1016/j.spa.2024.104497
Related Websites:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3190065