Quasi-stationary distributions associated with explosive CSBP

Abstract : We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned on non-explosion when the branching mechanism is regularly varying at 0.
Type de document :
Article dans une revue
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2013, 18
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00765880
Contributeur : Cyril Labbé <>
Soumis le : lundi 17 décembre 2012 - 10:13:17
Dernière modification le : dimanche 8 janvier 2017 - 01:04:04

Identifiants

  • HAL Id : hal-00765880, version 1
  • ARXIV : 1212.3548

Collections

Citation

Cyril Labbé. Quasi-stationary distributions associated with explosive CSBP. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2013, 18. <hal-00765880>

Partager

Métriques

Consultations de la notice

105