Weak convergence of continuous-state branching processes with large immigration
DOI10.1016/j.spa.2024.104497MaRDI QIDQ6658916
Clément Foucart, Linglong Yuan
Publication date: 8 January 2025
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
subordinatorimmigrationfunctional limit theoremregularly varying functionextremal processcontinuous-state branching processshot noise process
Extreme value theory; extremal stochastic processes (60G70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)
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