Backbone decomposition for continuous-state branching processes with immigration

A.E. Kyprianou and Y.-X. Ren

Statistics & Probability Letters, 2012, vol. 82, issue 1, 139-144

Abstract: In the spirit of Duquesne and Winkel (2007) and Berestycki et al. (2011), we show that supercritical continuous-state branching process with a general branching mechanism and general immigration mechanism is equivalent in law to a continuous-time Galton–Watson process with immigration (with Poissonian dressing). The result also helps to characterise the limiting backbone decomposition which is predictable from the work on consistent growth of Galton–Watson trees with immigration in Cao and Winkel (2010).

Keywords: Backbone decomposition; N-measure; Continuous state branching process with immigration (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2011.09.013

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