Tightness for processes with fixed points of discontinuities and applications in varying environment

Vincent Bansaye; Thomas G. Kurtz; Florian Simatos

doi:10.1214/16-ECP6

Tightness for processes with fixed points of discontinuities and applications in varying environment

Vincent Bansaye
, Thomas G. Kurtz
, Florian Simatos

University of Wisconsin-Madison
Université de Toulouse

Research output: Contribution to journal › Article › peer-review

Abstract

We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of processes in varying or random environment. We demonstrate the usefulness of our condition on two examples: Galton Watson branching processes in varying environment and logistic branching processes with catastrophes.

Original language	English
Journal	Electronic Communications in Probability
Volume	21
DOIs	https://doi.org/10.1214/16-ECP6
Publication status	Published - 1 Jan 2016

Keywords

Fixed points of discontinuity
Tightness
Varying environment

Access to Document

10.1214/16-ECP6

Cite this

@article{3975dede877d4da8a8701d8f0a5372e9,

title = "Tightness for processes with fixed points of discontinuities and applications in varying environment",

abstract = "We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of processes in varying or random environment. We demonstrate the usefulness of our condition on two examples: Galton Watson branching processes in varying environment and logistic branching processes with catastrophes.",

keywords = "Fixed points of discontinuity, Tightness, Varying environment",

author = "Vincent Bansaye and Kurtz, \{Thomas G.\} and Florian Simatos",

year = "2016",

month = jan,

day = "1",

doi = "10.1214/16-ECP6",

language = "English",

volume = "21",

journal = "Electronic Communications in Probability",

issn = "1083-589X",

}

TY - JOUR

T1 - Tightness for processes with fixed points of discontinuities and applications in varying environment

AU - Bansaye, Vincent

AU - Kurtz, Thomas G.

AU - Simatos, Florian

PY - 2016/1/1

Y1 - 2016/1/1

N2 - We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of processes in varying or random environment. We demonstrate the usefulness of our condition on two examples: Galton Watson branching processes in varying environment and logistic branching processes with catastrophes.

AB - We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of processes in varying or random environment. We demonstrate the usefulness of our condition on two examples: Galton Watson branching processes in varying environment and logistic branching processes with catastrophes.

KW - Fixed points of discontinuity

KW - Tightness

KW - Varying environment

U2 - 10.1214/16-ECP6

DO - 10.1214/16-ECP6

M3 - Article

AN - SCOPUS:85003952315

SN - 1083-589X

VL - 21

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

ER -

Tightness for processes with fixed points of discontinuities and applications in varying environment

Abstract

Keywords

Access to Document

Fingerprint

Cite this