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Matematicheskie Zametki, 2021, Volume 109, Issue 2, Pages 235–246
DOI: https://doi.org/10.4213/mzm12812
(Mi mzm12812)
 

This article is cited in 2 scientific papers (total in 2 papers)

Properties of Two-Dimensional Maxima of Particle Scores in Critical Branching Processes with Immigration and Continuous Time

A. V. Karpenko

Lomonosov Moscow State University
Full-text PDF (511 kB) Citations (2)
References:
Abstract: We study two-dimensional maxima of particle scores in critical branching processes with immigration and continuous time. The limit distribution for the maxima of two scores at two instants of time is found. We obtain the limit intensities of upward and downward jumps of maxima of one score and the limit intensities of joint upward and downward jumps for both scores or for at least one score. In the case of independent scores, we calculate the average numbers of joint upward and downward jumps of maxima over the whole time period. The results are illustrated with examples.
Keywords: multivariate distributions, extreme values, copulas, branching processes.
Received: 15.06.2020
Revised: 29.09.2020
English version:
Mathematical Notes, 2021, Volume 109, Issue 2, Pages 231–240
DOI: https://doi.org/10.1134/S0001434621010260
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. V. Karpenko, “Properties of Two-Dimensional Maxima of Particle Scores in Critical Branching Processes with Immigration and Continuous Time”, Mat. Zametki, 109:2 (2021), 235–246; Math. Notes, 109:2 (2021), 231–240
Citation in format AMSBIB
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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