# Boundary behavior of multi-type continuous-state branching processes   with immigration

**Authors:** Martin Friesen, Peng Jin, Barbara R\"udiger

arXiv: 1902.01162 · 2022-03-17

## TL;DR

This paper establishes conditions under which multi-type continuous-state branching processes with immigration avoid hitting the boundary, ensuring non-extinction, by comparing them to one-dimensional processes and analyzing their mechanisms.

## Contribution

It provides a new sufficient condition for non-extinction and transience of multi-type CBI processes applicable in any dimension, based on integrability of mechanisms.

## Key findings

- Conditions for non-extinction of multi-type CBI processes.
- Criteria for transience in multi-type CBI processes.
- Extension of one-dimensional results to higher dimensions.

## 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 $d \geq 1$ and is formulated in terms of an integrability condition for its immigration and branching mechanisms $F$ and $R$. 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.

## Full text

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## References

28 references — full list in the complete paper: https://tomesphere.com/paper/1902.01162/full.md

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Source: https://tomesphere.com/paper/1902.01162