Conditioned Limit Theorems of Stopped Critical Branching Bessel Processes
Lee, Tzong-Yow
Ann. Probab., Tome 18 (1990) no. 4, p. 272-289 / Harvested from Project Euclid
We consider critical branching Bessel processes initially at $r \gg 1$ and stopped at $r = 1$. Let $N$ be the number of descendants hitting $r = 1$. We give the norming constant $k(r)$ and prove convergence, as $r \rightarrow \infty$, of $N/\lbrack k(r) \rbrack$ conditioned on $\{N > 0\}$. The distribution of conditioned limit laws is also investigated. A feature of this study is an interplay between probabilistic insights and analytic techniques for Emden-Fowler's equation.
Publié le : 1990-01-14
Classification:  Critical branching process,  Bessel process,  hitting probability,  conditional limit distribution,  Emden-Fowler's equation,  60J80,  60J65,  60F05
@article{1176990949,
     author = {Lee, Tzong-Yow},
     title = {Conditioned Limit Theorems of Stopped Critical Branching Bessel Processes},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 272-289},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990949}
}
Lee, Tzong-Yow. Conditioned Limit Theorems of Stopped Critical Branching Bessel Processes. Ann. Probab., Tome 18 (1990) no. 4, pp.  272-289. http://gdmltest.u-ga.fr/item/1176990949/