Conditional limit theorems for critical continuous-state branching processes

被引:3
|
作者
Ren YanXia [1 ,2 ]
Yang Ting [3 ]
Zhao GuoHuan [1 ]
机构
[1] Peking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China
[2] Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R China
[3] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
基金
中国国家自然科学基金; 中国博士后科学基金;
关键词
continuous-state branching process; conditional laws; regular variation; QUASI-STATIONARY DISTRIBUTIONS; ASYMPTOTIC-BEHAVIOR; INFINITE VARIANCE; CONTINUOUS-TIME;
D O I
10.1007/s11425-014-4857-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the conditional limit theorems for critical continuous-state branching processes with branching mechanism psi(lambda) = lambda L1+alpha(1/lambda), where alpha is an element of [0,1] and L is slowly varying at infinity. We prove that if alpha is an element of (0,1], there are norming constants Q(t) -> 0 (as t up arrow +infinity) such that for every x > 0, P-x(Q(t)X(t) is an element of.vertical bar X-t > 0) converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of psi at 0. We give a conditional limit theorem for the case alpha = 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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