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学术报告:Speeds of coming down from infinity for continuous-state nonlinear branching processes
编辑:发布时间:2018年05月03日

报告人:周晓文教授

Concordia University &长沙理工大学

题目:Speeds of coming down from infinity for continuous-state nonlinear branching processes

时间:2018510日下午14:30

地点:海韵实验楼108

摘要:We consider a class of nonlinear continuous-state branching processes which can be obtained from spectrally positive L\'evy processes via Lamperti type time transform. Intuitively, they are the branching processes whose branching rates depend on the current population sizes. The extinction, explosion and coming down from infinity behaviors for such processes have been studied in Li (2016) and Li et al. (2017).

In this talk we further discuss the small time asymptotic behaviors of the processes. By analyzing Laplace transforms of weighted occupation times and  fluctuation behaviors for spectrally positive L\'evy processes, we solve a one-sided exit problem for the nonlinear branching processes and identify the speeds of coming down from infinity in different scenarios.

This talk is based on joint work with Donald Dawson, Cl\'ement Foucart and Pei-Sen Li.

报告人简介:周晓文教授于1988年及1991年在中山大学获得本科及硕士学位,并于1999年在美国加州大学Berkeley分校获统计学博士学位。长期从事概率论与随机过程理论的研究。主要研究兴趣包括测度值随机过程,L\'evy过程及其在种群遗传学和风险理论中的应用,已经在《The Annals of Probability》等杂志上发表论文50余篇。现任加拿大Concordia大学数学与统计系终身教授和长沙理工大学特聘教授。

联系人:王文元副教授

 

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