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Asymptotic behaviour near extinction of continuous state branching processes (1308.0549v1)
Published 2 Aug 2013 in math.PR
Abstract: In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a continuous state branching process whose branching mechanism satisfies a given condition and its reflected process at its infimum.
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