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Weak convergence of continuous-state branching processes with large immigration
Published 7 Nov 2023 in math.PR | (2311.04045v2)
Abstract: 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 are identified, leading to limiting processes that are either subordinators, CBIs, extremal processes, or extremal shot noise processes.
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