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Bibliographic Details
Main Authors: Barczy, Matyas, Palau, Sandra, Xue, Yao
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2512.04935
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author Barczy, Matyas
Palau, Sandra
Xue, Yao
author_facet Barczy, Matyas
Palau, Sandra
Xue, Yao
contents We derive an expression for the joint distribution function of the first jump times of a continuous state and continuous time branching process with immigration (CBI process) with jump sizes in given Borel sets having finite total Lévy measures, which is defined as the sum of the measures appearing in the branching and immigration mechanisms of the CBI process in question. Our result generalizes a corresponding result of He and Li (2016), who considered this problem in case of a single Borel set having finite total Lévy measure.
format Preprint
id arxiv_https___arxiv_org_abs_2512_04935
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Distributional properties of first jump times of CBI processes with jump sizes in given Borel sets
Barczy, Matyas
Palau, Sandra
Xue, Yao
Probability
60J80, 60G55
We derive an expression for the joint distribution function of the first jump times of a continuous state and continuous time branching process with immigration (CBI process) with jump sizes in given Borel sets having finite total Lévy measures, which is defined as the sum of the measures appearing in the branching and immigration mechanisms of the CBI process in question. Our result generalizes a corresponding result of He and Li (2016), who considered this problem in case of a single Borel set having finite total Lévy measure.
title Distributional properties of first jump times of CBI processes with jump sizes in given Borel sets
topic Probability
60J80, 60G55
url https://arxiv.org/abs/2512.04935