Asymptotic behaviour near extinction of continuous state branching processes

Juan Carlos Pardo; Gabriel Berzunza

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arXiv · 1308.0549

Asymptotic behaviour near extinction of continuous state branching processes

Juan Carlos Pardo·Gabriel Berzunza

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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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Juan Carlos Pardo, Gabriel Berzunza. 2013-08-02. Asymptotic behaviour near extinction of continuous state branching processes. https://arxiv.org/abs/1308.0549

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