Local extinction in continuous-state branching processes with immigration
Probability
2014-10-22 v4
Abstract
The purpose of this article is to observe that the zero sets of continuous-state branching processes with immigration (CBI) are infinitely divisible regenerative sets. Indeed, they can be constructed by the procedure of random cutouts introduced by Mandelbrot in 1972. We then show how very precise information about the zero sets of CBI can be obtained in terms of the branching and immigrating mechanism.
Cite
@article{arxiv.1211.3699,
title = {Local extinction in continuous-state branching processes with immigration},
author = {Clément Foucart and Gerónimo Uribe Bravo},
journal= {arXiv preprint arXiv:1211.3699},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.3150/13-BEJ543 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)