A Lamperti type representation of continuous state branching processes with immigration

A Lamperti type representation of continuous state branching processes with immigration

Probability Seminar
Feb 3, 2010, 03:00 PM - 04:00 PM | 330 Evans Hall | Happening As Scheduled
Gerónimo Uribe Bravo, Department of Statistics, UC Berkeley (Speaker)
Continuous-state branching process with immigration (CBI) form the class of limits of sequences of Galton-Watson process with immigration which are accelerated and normalized. In 1968, Lamperti stated that if immigration is not allowed, these process are in one to one correspondence with Lévy processes with no-negative jumps through a time change but provided no proof. This...