Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7550500 | Stochastic Processes and their Applications | 2018 | 15 Pages |
Abstract
We prove weak convergence on the Skorokhod space of Galton-Watson processes with immigration, properly normalized, under the assumption that the tail of the immigration distribution has a logarithmic decay. The limits are extremal shot noise processes. By considering marginal distributions, we recover the results of Pakes (1979).
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Alexander Iksanov, Zakhar Kabluchko,