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Small value probabilities for continuous state branching processes with immigration
Chu WeiJuan ; Li WenBo, V ; Ren YanXia
2012
关键词continuous state branching process small value probability immigration GALTON-WATSON PROCESSES CONTINUOUS TIME
英文摘要We consider the small value probability of supercritical continuous state branching processes with immigration. From Pinsky (1972) it is known that under regularity condition on the branching mechanism and immigration mechanism, the normalized population size converges to a non-degenerate finite and positive limit W as t tends to infinity. We provide sharp estimate on asymptotic behavior of P(W <= epsilon) as epsilon -> 0(+) by studying the Laplace transform of W. Without immigration, we also give a simpler proof for the small value probability in the non-subordinator case via the prolific backbone decomposition.; Mathematics, Applied; Mathematics; SCI(E); 0; ARTICLE; 11; 2259-2271; 55
语种英语
出处SCI
出版者science china mathematics
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/230530]  
专题数学科学学院
推荐引用方式
GB/T 7714
Chu WeiJuan,Li WenBo, V,Ren YanXia. Small value probabilities for continuous state branching processes with immigration. 2012-01-01.
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