Weak convergence of continuous-state branching processes with large immigration

被引：0
|
作者：
Foucart, Clément [1 ,2 ]
Yuan, Linglong [3 ]
机构：
[1] CMAP, Ecole Polytechnique, IP Paris, Palaiseau, France
[2] LAGA, Université Sorbonne Paris Nord, Villetaneuse, France
[3] Department of Mathematical Sciences, University of Liverpool, Liverpool, United Kingdom
来源：
Stochastic Processes and their Applications | 2025年 / 179卷
关键词：
D O I：
10.1016/j.spa.2024.104497
中图分类号：
学科分类号：
摘要：
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. © 2024 Elsevier B.V.
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