Abstract
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.
Original language | English |
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Pages (from-to) | 2577-2588 |
Number of pages | 12 |
Journal | Science China Mathematics |
Volume | 57 |
Issue number | 12 |
DOIs | |
Publication status | Published - Dec 2014 |
Externally published | Yes |
Keywords
- conditional laws
- continuous-state branching process
- regular variation