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Mathematics 2014
A sufficient condition for the tightness of time-inhomogeneous Markov processesAbstract: We establish a sufficient condition for the tightness of a sequence of time-inhomogeneous strong Markov processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity, a case where Aldous' criterion fails. Our motivation comes from the study of processes in varying or random environment. We demonstrate the usefulness of our condition on two examples: Galton Watson branching processes in varying environment and logistic branching processes with catastrophes.
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