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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