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Quasi-stationary distributions associated with explosive CSBP


 
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1. Title Title of document Quasi-stationary distributions associated with explosive CSBP
 
2. Creator Author's name, affiliation, country Cyril Labbé; Université Pierre et Marie Curie; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Continuous-state branching process; Drift; Quasi-stationary distribution; Q-process; Regular variation
 
3. Subject Subject classification Primary 60J80; Secondary 60F05
 
4. Description Abstract We characterize 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-07-08
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2508
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2508
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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