Survival and maximum of spectrally negative branching L{\'e}vy processes with absorption
Probability
2024-12-13 v2
Abstract
We consider a spectrally negative branching L{\'e}vy process where the particles undergo dyadic branching and are killed when entering the negative half-plane. The purpose of this short note is to give conditions under which this process dies out a.s., and then study the asymptotics of its all-time maximum.
Keywords
Cite
@article{arxiv.2306.00383,
title = {Survival and maximum of spectrally negative branching L{\'e}vy processes with absorption},
author = {Christophe Profeta},
journal= {arXiv preprint arXiv:2306.00383},
year = {2024}
}