Mean number of joint jumps of multivariate extremes of particle scores in Markov branching processes. Clayton copula case
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 2, pp. 972-983

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The paper continues the long-term studies of the authors on the extremes of random particles scores in branching processes. A theorem is proved that allows one to find the mean number of joint jumps of multivariate maxima of particle scores in Markov branching processes with continuous time, including processes with immigration. Examples are analyzed where the dependence of scores is described by Clayton copula.
Keywords: Markov branching processes, branching processes with immigration, multivariate extremes, Clayton copula.
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     author = {A. V. Lebedev and A. V. Nazmutdinova},
     title = {Mean number of joint jumps of multivariate extremes of particle scores in {Markov} branching processes. {Clayton} copula case},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
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A. V. Lebedev; A. V. Nazmutdinova. Mean number of joint jumps of multivariate extremes of particle scores in Markov branching processes. Clayton copula case. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 2, pp. 972-983. http://geodesic.mathdoc.fr/item/SEMR_2022_19_2_a20/