Distributional properties of first jump times of CBI processes with jump sizes in given Borel sets Article Swipe
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.
Related Topics
Concepts
Mathematics
Jump
Branching process
Function (biology)
Finite set
Combinatorics
Distribution (mathematics)
Joint probability distribution
Set (abstract data type)
Applied mathematics
Borel measure
Lévy process
Jump process
Expression (computer science)
State (computer science)
Borel set
Stochastic process
Discrete mathematics
Branching (polymer chemistry)
Statistical physics
Mathematical analysis
Metadata
- Type
- article
- Landing Page
- http://arxiv.org/abs/2512.04935
- https://arxiv.org/pdf/2512.04935
- OA Status
- green
- OpenAlex ID
- https://openalex.org/W7109457554
All OpenAlex metadata
Raw OpenAlex JSON
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https://openalex.org/W7109457554Canonical identifier for this work in OpenAlex
- Title
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Distributional properties of first jump times of CBI processes with jump sizes in given Borel setsWork title
- Type
-
articleOpenAlex work type
- Publication year
-
2025Year of publication
- Publication date
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2025-12-04Full publication date if available
- Authors
-
Barczy, Matyas, Palau, Sandra, Xue YaoList of authors in order
- Landing page
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https://arxiv.org/abs/2512.04935Publisher landing page
- PDF URL
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https://arxiv.org/pdf/2512.04935Direct link to full text PDF
- Open access
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YesWhether a free full text is available
- OA status
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greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/pdf/2512.04935Direct OA link when available
- Concepts
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Mathematics, Jump, Branching process, Function (biology), Finite set, Combinatorics, Distribution (mathematics), Joint probability distribution, Set (abstract data type), Applied mathematics, Borel measure, Lévy process, Jump process, Expression (computer science), State (computer science), Borel set, Stochastic process, Discrete mathematics, Branching (polymer chemistry), Statistical physics, Mathematical analysisTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
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