Continuous-state branching processes, extremal processes and super-individuals

被引:3
|
作者
Foucart, Clement [1 ]
Ma, Chunhua [2 ,3 ]
机构
[1] Univ Paris 13, Inst Galilee, UMR 7539, Lab Anal Geometrie & Applicat, 99 Ave JB Clement, F-93430 Villetaneuse, France
[2] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China
[3] Nankai Univ, LPMC, Tianjin 300071, Peoples R China
关键词
Continuous-state branching process; Subordinator; Extremal process; Infinite mean; Infinite variation; Super-exponential growth; Grey martingale; Non-linear renormalisation; GENEALOGY; FLOWS;
D O I
10.1214/18-AIHP909
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
The long-term behavior of flows of continuous-state branching processes are characterized through subordinators and extremal processes. The extremal processes arise in the case of supercritical processes with infinite mean and of subcritical processes with infinite variation. The jumps of these extremal processes are interpreted as specific initial individuals whose progenies overwhelm the population. These individuals, which correspond to the records of a certain Poisson point process embedded in the flow, are called super-individuals. They radically increase the growth rate to +infinity in the supercritical case, and slow down the rate of extinction in the subcritical one.
引用
收藏
页码:1061 / 1086
页数:26
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