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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