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Mathematics > Probability

Title: Survival and maximum of spectrally negative branching L{é}vy processes with absorption

Authors: Christophe Profeta (LaMME)
Abstract: We consider a spectrally negative branching L{\'e}vy process where the particles undergo dyadic branching and are killed when entering the negative half-plane. The purpose of this short note is to give conditions under which this process dies out a.s., and then study the asymptotics of its all-time maximum.
Subjects: Probability (math.PR)
Cite as: arXiv:2306.00383 [math.PR]
  (or arXiv:2306.00383v1 [math.PR] for this version)

Submission history

From: Christophe Profeta [view email]
[v1] Thu, 1 Jun 2023 06:29:15 GMT (12kb)

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