## Abstract

A continuous-state branching process with immigration having branching mechanism and immigration mechanism, a CBI process for short, may have either of two different asymptotic regimes, depending on whether <![CDATA[ $\int_{0}\frac{\Phi(u)}{|\Psi(u)|}\textrm{d} u or. When <![CDATA[ $\int_{0}\frac{\Phi(u)}{|\Psi(u)|}\textrm{d} u, the CBI process has either a limit distribution or a growth rate dictated by the branching dynamics. When, immigration overwhelms branching dynamics. Asymptotics in the latter case are studied via a nonlinear time-dependent renormalization in law. Three regimes of weak convergence are exhibited. Processes with critical branching mechanisms subject to a regular variation assumption are studied. This article proves and extends results stated by M. Pinsky in 'Limit theorems for continuous state branching processes with immigration' (Bull. Amer. Math. Soc. 78, 1972).

Original language | English |
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Pages (from-to) | 599-624 |

Number of pages | 26 |

Journal | Advances in Applied Probability |

Volume | 54 |

Issue number | 2 |

DOIs | |

Publication status | Published - 6 Jun 2022 |

## Keywords

- Continuous-state branching processes
- Grey's martingale
- immigration
- limit distribution
- nonlinear renormalization
- regularly varying functions