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Pré-Publication, Document De Travail Année : 2023

Weak convergence of continuous-state branching processes with large immigration

Résumé

Functional limit theorems are established for continuous-state branching processes with immigration (CBIs) whose reproduction laws have finite mean and immigration laws are heavy-tailed. Different regimes of immigration are identified for which the limiting processes are either subordinators, CBIs, extremal processes or extremal shot noise processes.

Dates et versions

hal-04301035 , version 1 (22-11-2023)

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Clément Foucart, Linglong Yuan. Weak convergence of continuous-state branching processes with large immigration. 2023. ⟨hal-04301035⟩
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