Conditional limit theorems for critical continuous-state branching processes

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Publication:2018900




Abstract: In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism psi(lambda)=lambda1+alphaL(1/lambda) where alphain[0,1] and L is slowly varying at infty. We prove that if alphain(0,1], there are norming constants Qto0 (as tuparrow+infty) such that for every x>0, Pxleft(QtXtincdot|Xt>0ight) converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of psi at 0. We give a conditional limit theorem for the case alpha=0. The limit theorems we obtain in this paper allow infinite variance of the branching process.









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