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Quasi-stationary distributions associated with explosive CSBP

Labbé, Cyril (2013), Quasi-stationary distributions associated with explosive CSBP, Electronic Communications in Probability, 18, 57, p. 1-13. 10.1214/ECP.v18-2508

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Type
Article accepté pour publication ou publié
Date
2013
Journal name
Electronic Communications in Probability
Volume
18
Number
57
Publisher
Institute of Mathematical Statistics
Pages
1-13
Publication identifier
10.1214/ECP.v18-2508
Metadata
Show full item record
Author(s)
Labbé, Cyril
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
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.
Subjects / Keywords
Continuous-state branching process; Drift; Quasi-stationary distribution; Q-process; Regular variation

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