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Mathematics  2012 

Quasi-stationary distributions associated with explosive CSBP

DOI: 10.1214/ECP.v18-2508

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Abstract:

We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned on non-explosion when the branching mechanism is regularly varying at 0.

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