|
|
|
|
|
|
|
|
Év szerint | Hónap szerint | Ugrás a hónaphoz | |
|
|
Barczy Mátyás: On distributions of jumps of multi-type CBI processes |
|
|
|
|
Szerda, 3. Április 2024, 14:00 - 16:00
|
|
| Abstract: Distributional properties of jumps of single-type continuous-state branching processes with immigration (single-type CBI processes) have been recently studied by He and Li (2016).In our talk, we investigate such properties of jumps of multi-type CBI processes.We derive an expression for the distribution function of the first jump time of a multi-type CBI process with jump size in a given Borel set having finite total Lévy measure (which is defined as the sum of the measures appearing in the branching and immigration mechanisms of the multi-type CBI process in question). Using this we derive an expression for the distribution function of the local supremum of the norm of the jumps of a multi-type CBI process. Further, we show that if A is a nondegenerate rectangle anchored at zero and with total Lévy measure zero, then the probability that the local coordinate-wise supremum of jumps of the multi-type CBI process belongs to A is zero. We also prove that a converse statement holds.This is a joint work with Sandra Palau and it is based on our paper Arxiv 2308.05639. |
|
Hely : Riesz terem |
Vissza
JEvents v3.1.8 Stable
Copyright © 2006-2013
Esemény exportálása