Work

Domains of Attraction for Quasi-Stationary Distributions of Branching Processes in Random Environments

Year: 2026
Type: preprint
Abstract: We obtain a complete characterization of the quasi-stationary distributions of subcritical stable continuous-state branching processes in Brownian random environments, together with the domain of attraction of each member. These distributions form a one-parameter family whose modified Laplace transforms are given explicitly in terms of Tricomi's confluent hypergeometric function. For every initial distribution, we determine whether the conditional law converges to a QSD and identify that QSD whenever it does. The necessary and sufficient criteria are formulated in terms of the tail probabilities and moments of the initial law.
Author: Li, Pei-Sen
Language: English
Open Access status: green
OpenAlex ID: W7214239946
Cites: 6
Cited by:
Related to: 10