Conditional limit theorems for critical continuous-state branching processes

被引:0
作者
REN YanXia [1 ,2 ]
YANG Ting [3 ]
ZHAO GuoHuan [1 ]
机构
[1] LMAM, School of Mathematical Sciences, Peking University
[2] Center for Statistical Science, Peking University
[3] Academy of Mathematics and Systems Science, Chinese Academy of Sciences
关键词
continuous-state branching process; conditional laws; regular variation;
D O I
暂无
中图分类号
O211.4 [极限理论];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the conditional limit theorems for critical continuous-state branching processes with branching mechanism ψ(λ) = λ1+αL(1/λ), where α∈ [0, 1] and L is slowly varying at ∞. We prove that if α∈(0, 1], there are norming constants Qt→ 0(as t ↑ +∞) such that for every x > 0, Px(QtXt∈·| Xt> 0)converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of ψ at0. We give a conditional limit theorem for the case α = 0. The limit theorems we obtain in this paper allow infinite variance of the branching process.
引用
收藏
页码:2577 / 2588
页数:12
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