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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…

Probability · Mathematics 2014-10-22 Clément Foucart , Gerónimo Uribe Bravo

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 $d \geq 1$ and is…

Probability · Mathematics 2022-03-17 Martin Friesen , Peng Jin , Barbara Rüdiger

We study the estimation of two-type continuous-state branching processes with immigration (CBI-processes). The ergodicity of the processes is proved. We also establish the strong consistency and central limit theorems of the conditional…

Probability · Mathematics 2016-01-12 Wei Xu

We consider a stationary continuous model of random size population with non-neutral mutations using a continuous state branching process with non-homogeneous immigration. We assume the type (or mutation) of the immigrants is random given…

Probability · Mathematics 2013-07-26 Hongwei Bi , Jean-François Delmas

Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any L\'evy process without negative jumps. Unlike the CBIs, these newly…

Probability · Mathematics 2022-07-06 Matija Vidmar

This work provides a brief introduction to continuous-state branching processes (CB-processes) and continuous-state branching processes with immigration (CBI-processes) accessible to graduate students with reasonable background in…

Probability · Mathematics 2019-01-14 Zenghu Li

We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…

Probability · Mathematics 2020-05-21 Romain Abraham , Jean-François Delmas , Hui He

A branching process in varying environment with generation-dependent immigration is a modification of the standard branching process in which immigration is allowed and the reproduction and immigration laws may vary over the generations.…

Probability · Mathematics 2024-01-31 Miguel González , Goetz Kersting , Carmen Minuesa , Inés del Puerto

We prove and extend some results stated by Mark Pinsky: Limit theorems for continuous state branching processes with immigration [Bull. Amer. Math. Soc. 78(1972), 242--244]. Consider a continuous-state branching process with immigration…

Probability · Mathematics 2021-07-22 Clément Foucart , Chunhua Ma , Linglong Yuan

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

Probability · Mathematics 2018-10-09 Pei-Sen Li

Under a first order moment condition on the immigration mechanism, we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration (CBI process) converges…

Probability · Mathematics 2020-10-13 Matyas Barczy , Sandra Palau , Gyula Pap

We consider an initial Eve-population and a population of neutral mutants, such that the total population dies out in finite time. We describe the evolution of the Eve-population and the total population with continuous state branching…

Probability · Mathematics 2009-03-24 Romain Abraham , Jean-François Delmas

In this paper, we study continuous-state interacting multi-type branching processes with immigration (CIMBI processes), where inter-specific interactions -- whether competitive, cooperative, or of a mixed type -- are proportional to the…

Probability · Mathematics 2026-04-09 Peng Jin , Jiaqi Zhou

The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-extinction is equivalent to the total progeny of the population…

Probability · Mathematics 2024-08-28 Clément Foucart , Víctor Rivero , Anita Winter

Functional limit theorems are established for continuous-state branching processes with immigration (CBIs), where the reproduction laws have finite first moments and the immigration laws exhibit large tails. Different regimes of immigration…

Probability · Mathematics 2024-10-01 Clément Foucart , Linglong Yuan

We consider a branching process with Poissonian immigration where individuals have inheritable types. At rate theta, new individuals singly enter the total population and start a new population which evolves like a supercritical,…

Probability · Mathematics 2010-12-02 Mathieu Richard

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…

Probability · Mathematics 2016-06-17 Sandra Palau , Juan Carlos Pardo

We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) conditioned to be never extinct, as the solution to a stochastic differential equation driven by Brownian motion and Poisson point measures. The…

Probability · Mathematics 2012-12-24 M. C. Fittipaldi , J. Fontbona

Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…

Probability · Mathematics 2013-05-28 M. Emilia Caballero , José Luis Pérez Garmendia , Gerónimo Uribe Bravo

In this paper, we consider $n$-type Markov branching processes with immigration and resurrection. The uniqueness criteria are first established. Then, a new method is found and the explicit expression of extinction probability is…

Probability · Mathematics 2015-12-16 Junping Li , Juan Wang , Yanchao Zang
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