On the boundary behavior of multi-type continuous-state branching processes with immigration

Abstract

In this article, we provide a sufficient condition for a continuous-state branching process with immigration (CBI process) to not hit its boundary, i.e. for non-extinction. Our result applies to arbitrary dimension $d\geq 1$ and is formulated in terms of an integrability condition for its immigration and branching mechanisms $F$ and $R$. The proof is based on a comparison principle for multi-type CBI processes being compared to one-dimensional CBI processes, and then an application of an existing result for one-dimensional CBI processes. The same technique is also used to provide a sufficient condition for the transience of multi-type CBI processes.