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arXiv 1902.01162math.PR
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带移民的多型连续状态分支过程的边界表现

Boundary behavior of multi-type continuous-state branching processes with immigration

Martin Friesen, Peng Jin, Barbara Rüdiger

摘要:

本文给出了具有移民的连续态分支过程(CBI过程)不到达边界即不灭绝的一个充分条件.我们的结果适用于任意维数的$d \geq 1$,并根据其迁移和分支机制$F$和$R$的可积性条件进行了表述.证明是基于一个适当的比较与一维CBI过程和一维CBI过程的现有结果。同样的技术也被用来提供一个充分条件的过渡性的多类型的CBI过程。

英文摘要:

In this article we provide a sufficient condition for a continuous-state branching process with immigration (CBI process) to not hit its boundary, i.e. for non-extinction. Our result applies to arbitrary dimension $d \geq 1$ and is formulated in terms of an integrability condition for its immigration and branching mechanisms $F$ and $R$. The proof is based on a suitable comparison with one-dimensional CBI processes and an existing result for one-dimensional CBI processes. The same technique is also used to provide a sufficient condition for transience of multi-type CBI processes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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