Total progeny for spectrally negative branching L{\'e}vy processes with absorption
Christophe Profeta (LaMME)

TL;DR
This paper analyzes the tail behavior of the total number of particles absorbed at zero in a spectrally negative branching Lévy process, revealing asymptotic properties in different regimes.
Contribution
It provides new asymptotic results for the distribution of total progeny in spectrally negative branching Lévy processes with absorption.
Findings
Derived tail asymptotics in subcritical regime
Established tail behavior in critical regime
Enhanced understanding of extinction dynamics
Abstract
We consider a spectrally negative branching L{\'e}vy process in which particles are killed upon crossing below zero. It is known that such a process becomes extinct almost surely if the drift toward - is sufficiently strong to counterbalance the reproduction rate. In this note, we study the tail asymptotics of the number of particles absorbed at the boundary during the lifetime of the process, in both the subcritical and critical regimes.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Random Matrices and Applications
