ASYMPTOTIC BEHAVIOUR NEAR EXTINCTION OF CONTINUOUS-STATE BRANCHING PROCESSES

被引：1

作者：

Berzunza, Gabriel ^{[1
,3
]}

Carlos Pardo, Juan ^{[2
]}

机构：

[1] Univ Zurich, CH-8006 Zurich, Switzerland

[2] Ctr Invest Matemat, AC Calle Jalisco S-N, Guanajuato 36240, Mexico

[3] Univ Zurich, Inst Math, Winterthurerstr 190, CH-8057 Zurich, Switzerland

来源：

JOURNAL OF APPLIED PROBABILITY | 2016年 / 53卷 / 02期

关键词：

Continuous-state branching process; Lamperti transform; Levy process; conditioning to stay positive; rate of growth;

D O I：

10.1017/jpr.2016.7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we study the asymptotic behaviour near extinction of (sub-)critical continuous-state branching processes. In particular, we establish an analogue of Khintchine's law of the iterated logarithm near extinction time for a continuous-state branching process whose branching mechanism satisfies a given condition.

引用

页码：381 / 391

页数：11

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