Survival and maximum of spectrally negative branching Lévy processes with absorption

被引：0
|
作者：
Profeta, Christophe [1 ]
机构：
[1] Univ Evry, Univ Paris Saclay, CNRS, Lab Math & Modelisat Evry, F-91037 Evry Courcouronnes, France
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2024年 / 29卷
关键词：
branching process; spectrally negative L & eacute; vy process; extreme values; QUASI-STATIONARY DISTRIBUTIONS; ASYMMETRIC LEVY PROCESSES; BROWNIAN-MOTION; DISPLACEMENT;
D O I：
10.1214/24-ECP627
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：
We consider a spectrally negative branching L & eacute;vy process where the particles undergo dyadic branching and are killed when entering the negative half-line. The purpose of this short note is to give conditions under which this process dies out a.s., and then study the asymptotics of its all-time maximum.
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页数：16
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