Local extinction in continuous-state branching processes with immigration
type: Item
instance of: scholarly article
title: Local extinction in continuous-state branching processes with immigration
zbMATH Open document ID: 1314.60146
DOI: 10.3150/13-BEJ543
author: Clément Foucart
author: Gerónimo Uribe Bravo
published in: Bernoulli
publication date: 2014-11-11T00:00:00Z
full work available at URL: https://arxiv.org/abs/1211.3699
full work available at URL: https://projecteuclid.org/euclid.bj/1411134446
reviewed by: Heinrich Hering
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G52
zbMATH DE Number: 6368419
zbMATH Keywords: continuous-state branching process
zbMATH Keywords: immigration
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: zero set
zbMATH Keywords: stable Lévy processes
zbMATH Keywords: polarity
zbMATH Keywords: random cut-out
MaRDI profile type: MaRDI publication profile
arXiv ID: 1211.3699
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review text: Let \(\{Y_t\}\) be a one-dimensional continuous-state branching process with immigration, started at zero. Denote by \(\Psi\) the Laplace exponent of the spectrally positive Lévy process describing the reproduction and by \(\Phi\) the Laplace exponent of the subordinator describing the immigration. The zero set is defined as the closure of \(\{t\leq 0: Y_t= 0\}\). Exploiting a connection between the zero set and the random cut-out sets defined by \textit{B. B. Mandelbrot} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 22, 145--157 (1972; Zbl 0234.60102)], the authors construct the zero set as infinitely regenerative set in terms of \(\Psi\) and \(\Phi\). They derive necessary and sufficient conditions for the zero set to be polar, transient, or recurrent, respectively. More detailed results are obtained under the assumption that \(\Phi/\Psi\) is regularly varying, with special attention being paid to the case of stable and gamma mechanisms.NEWLINENEWLINE Finally, the connection between random covering of the real line and the zero set is extended to generalized Ornstein-Uhlenbeck (OU) processes, characterizing, in particular, the zero set of OU processes driven by stable Lévy processes.
description: scientific article; zbMATH DE number 6368419