Open Access
2024 Survival and maximum of spectrally negative branching Lévy processes with absorption
Christophe Profeta
Author Affiliations +
Electron. Commun. Probab. 29: 1-15 (2024). DOI: 10.1214/24-ECP627

Abstract

We consider a spectrally negative branching Lévy process where the particles undergo dyadic branching and are killed when entering the negative half-line. The purpose of this short note is to give conditions under which this process dies out a.s., and then study the asymptotics of its all-time maximum.

Acknowledgments

We are grateful to the referee whose very careful reading and suggestions help to improve the presentation of the paper.

Citation

Download Citation

Christophe Profeta. "Survival and maximum of spectrally negative branching Lévy processes with absorption." Electron. Commun. Probab. 29 1 - 15, 2024. https://doi.org/10.1214/24-ECP627

Information

Received: 31 May 2023; Accepted: 12 September 2024; Published: 2024
First available in Project Euclid: 13 October 2024

Digital Object Identifier: 10.1214/24-ECP627

Subjects:
Primary: 60G51 , 60J80

Keywords: branching process , Extreme values , spectrally negative Lévy process

Back to Top