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Quasi-stationary distributions associated with explosive CSBP

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1212.3548.pdf (215.6Kb)
Date
2013
Dewey
Probabilités et mathématiques appliquées
Sujet
Continuous-state branching process; Drift; Quasi-stationary distribution; Q-process; Regular variation
Journal issue
Electronic Communications in Probability
Volume
18
Number
57
Publication date
2013
Article pages
1-13
Publisher
Institute of Mathematical Statistics
DOI
http://dx.doi.org/10.1214/ECP.v18-2508
URI
https://basepub.dauphine.fr/handle/123456789/17261
Collections
  • CEREMADE : Publications
Metadata
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Author
Labbé, Cyril
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Type
Article accepté pour publication ou publié
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.

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