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January, 1990 Conditioned Limit Theorems of Stopped Critical Branching Bessel Processes
Tzong-Yow Lee
Ann. Probab. 18(1): 272-289 (January, 1990). DOI: 10.1214/aop/1176990949

Abstract

We consider critical branching Bessel processes initially at $r \gg 1$ and stopped at $r = 1$. Let $N$ be the number of descendants hitting $r = 1$. We give the norming constant $k(r)$ and prove convergence, as $r \rightarrow \infty$, of $N/\lbrack k(r) \rbrack$ conditioned on $\{N > 0\}$. The distribution of conditioned limit laws is also investigated. A feature of this study is an interplay between probabilistic insights and analytic techniques for Emden-Fowler's equation.

Citation

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Tzong-Yow Lee. "Conditioned Limit Theorems of Stopped Critical Branching Bessel Processes." Ann. Probab. 18 (1) 272 - 289, January, 1990. https://doi.org/10.1214/aop/1176990949

Information

Published: January, 1990
First available in Project Euclid: 19 April 2007

zbMATH: 0698.60068
MathSciNet: MR1043948
Digital Object Identifier: 10.1214/aop/1176990949

Subjects:
Primary: 60J80
Secondary: 60F05 , 60J65

Keywords: Bessel process , conditional limit distribution , Critical branching process , Emden-Fowler's equation , hitting probability

Rights: Copyright © 1990 Institute of Mathematical Statistics

Vol.18 • No. 1 • January, 1990
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