Boundary behaviors for a continuous-state nonlinear Neveu's branching process
Linyu Bai, Xu Yang
TL;DR
This paper extends criteria for understanding the long-term behaviors of a continuous-state nonlinear Neveu's branching process, including extinction, explosion, and coming down from infinity.
Contribution
It generalizes existing criteria to provide necessary and sufficient conditions for key boundary behaviors of the process.
Findings
Established criteria for extinction and explosion.
Identified conditions for coming down from infinity.
Unified understanding of boundary behaviors.
Abstract
After generalizing the criteria introduced by Chen, we establish the necessary and sufficient conditions for the extinction, explosion and coming down from infinity of a continuous-state nonlinear Neveu's branching process.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Advanced Queuing Theory Analysis · Stochastic processes and financial applications