Article ID Journal Published Year Pages File Type
7550500 Stochastic Processes and their Applications 2018 15 Pages PDF
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)
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