Boundary behavior of multi-type continuous-state branching processes with immigration
Probability
2022-03-17 v1
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 and is formulated in terms of an integrability condition for its immigration and branching mechanisms and . The proof is based on a suitable comparison with one-dimensional CBI processes and an existing result for one-dimensional CBI processes. The same technique is also used to provide a sufficient condition for transience of multi-type CBI processes.
Keywords
Cite
@article{arxiv.1902.01162,
title = {Boundary behavior of multi-type continuous-state branching processes with immigration},
author = {Martin Friesen and Peng Jin and Barbara Rüdiger},
journal= {arXiv preprint arXiv:1902.01162},
year = {2022}
}