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On the boundary behavior of multi-type continuous-state branching processes with immigration*

Friesen, Martin, Jin, Peng and Rüdiger, Barbara (2020) On the boundary behavior of multi-type continuous-state branching processes with immigration*. Electronic Communications in Probability, 25 (84). pp. 1-14. ISSN 1083-589X

Abstract
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 ≥ 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 comparison principle for multi-type CBI processes being compared to one-dimensional CBI processes, and then an application of an existing result for one-dimensional CBI processes. The same technique is also used to provide a sufficient condition for the transience of multi-type CBI processes.
Metadata
Item Type:Article (Published)
Refereed:Yes
Uncontrolled Keywords:Multi-type continuous-state branching process with immigration; extinction; transience; comparison principle.
Subjects:Mathematics
Mathematics > Mathematical analysis
DCU Faculties and Centres:DCU Faculties and Schools > Faculty of Science and Health
DCU Faculties and Schools > Faculty of Science and Health > School of Mathematical Sciences
Publisher:Institute of Mathematical Statistics
Official URL:https://projecteuclid.org/journals/electronic-comm...
Copyright Information:Authors
ID Code:31174
Deposited On:10 Jul 2025 15:27 by Vidatum Academic . Last Modified 10 Jul 2025 15:27
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