Conditional limit theorems for critical continuous-state branching processes

Yan Xia Ren, Ting Yang*, Guo Huan Zhao

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

4 引用 (Scopus)

摘要

We study the conditional limit theorems for critical continuous-state branching processes with branching mechanism ψ(λ) = λ1+αL(1/λ), where α ∈ [0, 1] and L is slowly varying at ∞. We prove that if α ∈ (0, 1], there are norming constants Qt → 0 (as t ↑ +∞) such that for every x > 0, Px(QtXt ∈ · |Xt > 0) converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of ψ at 0. We give a conditional limit theorem for the case α = 0. The limit theorems we obtain in this paper allow infinite variance of the branching process.

源语言英语
页(从-至)2577-2588
页数12
期刊Science China Mathematics
57
12
DOI
出版状态已出版 - 12月 2014
已对外发布

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