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Asymptotic behaviour near extinction of continuous-state branching processes
Published online by Cambridge University Press: 21 June 2016
Abstract
In this paper we study the asymptotic behaviour near extinction of (sub-)critical continuous-state branching processes. In particular, we establish an analogue of Khintchine's law of the iterated logarithm near extinction time for a continuous-state branching process whose branching mechanism satisfies a given condition.
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- Copyright © Applied Probability Trust 2016
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