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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2020 Number 1, Pages 17–23 (Mi vmumm4297)

This article is cited in 3 papers

Mathematics

New properties of bivariate maxima of particle scores in branching processes with continuous time

A. V. Karpenko

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: Bivariate maxima of particle scores in immortal branching processes with continuous time are studied. The limit distribution for a maximum of two scores at two points in time is found. The limit intensities of the up and down jumps of the maximum for both sáores or at least one score are obtained. In the case of independent scores, mean total numbers of joint maxima jumps up and down are calculated. Results are illustrated by examples.

Key words: multivariate distributions, extreme values, copulas, branching processes.

UDC: 519.21

Received: 15.03.2019


 English version:
Moscow University Mathematics Bulletin, Moscow University Måchanics Bulletin, 2020, 75:1, 16–21

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