Skeleton Decomposition and Law of Large Numbers for Supercritical Superprocesses

被引:10
作者
Chen, Zhen-Qing [1 ]
Ren, Yan-Xia [2 ,3 ]
Yang, Ting [4 ,5 ]
机构
[1] Univ Washington, Dept Math, Seattle, WA 98195 USA
[2] Peking Univ, LMAM Sch Math Sci, Beijing 100871, Peoples R China
[3] Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R China
[4] Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China
[5] Beijing Inst Technol, Beijing Key Lab MCAACI, Beijing 100081, Peoples R China
关键词
Law of large numbers; Superprocesses; Skeleton decomposition; h-Transform; Spectral gap; SCALING LIMIT-THEOREM; EXIT MARKOV SYSTEMS; EXPONENTIAL-GROWTH; BROWNIAN-MOTION;
D O I
10.1007/s10440-018-0190-1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The goal of this paper is twofold. First, we establish skeleton and spine decompositions for superprocesses whose underlying processes are general symmetric Hunt processes. Second, we use these decompositions to obtain weak and strong law of large numbers for supercritical superprocesses where the spatial motion is a symmetric Hunt process on a locally compact metric space E and the branching mechanism takes the form and being a kernel from E to (0,) satisfying . The limit theorems are established under the assumption that an associated Schrodinger operator has a spectral gap. Our results cover many interesting examples of superprocesses, including super Ornstein-Uhlenbeck process and super stable-like process. The strong law of large numbers for supercritical superprocesses are obtained under the assumption that the strong law of large numbers for an associated supercritical branching Markov process holds along a discrete sequence of times, extending an earlier result of Eckhoff et al. (Ann. Probab. 43(5):2594-2659, 2015) for superdiffusions to a large class of superprocesses. The key for such a result is due to the skeleton decomposition of superprocess, which represents a superprocess as an immigration process along a supercritical branching Markov process.
引用
收藏
页码:225 / 285
页数:61
相关论文
共 32 条
[1]  
Albeverio S., 1991, Random Partial Differential Equations, P1
[2]   The prolific backbone for supercritical superprocesses [J].
Berestycki, J. ;
Kyprianou, A. E. ;
Murillo-Salas, A. .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 121 (06) :1315-1331
[3]   RELATIVISTIC SCHRODINGER-OPERATORS - ASYMPTOTIC-BEHAVIOR OF THE EIGENFUNCTIONS [J].
CARMONA, R ;
MASTERS, WC ;
SIMON, B .
JOURNAL OF FUNCTIONAL ANALYSIS, 1990, 91 (01) :117-142
[4]   An almost sure scaling limit theorem for Dawson-Watanabe superprocesses [J].
Chen, Zhen-Qing ;
Ren, Yan-Xia ;
Wang, Hao .
JOURNAL OF FUNCTIONAL ANALYSIS, 2008, 254 (07) :1988-2019
[5]   Law of Large Numbers for Branching Symmetric Hunt Processes with Measure-Valued Branching Rates [J].
Chen, Zhen-Qing ;
Ren, Yan-Xia ;
Yang, Ting .
JOURNAL OF THEORETICAL PROBABILITY, 2017, 30 (03) :898-931
[6]   Strong law of large numbers for supercritical superprocesses under second moment condition [J].
Chen, Zhen-Qing ;
Ren, Yan-Xia ;
Song, Renming ;
Zhang, Rui .
FRONTIERS OF MATHEMATICS IN CHINA, 2015, 10 (04) :807-838
[7]  
Chen Zhen-Qing, 2012, LONDON MATH SOC MONO, V35
[8]   Heat kernel estimates for stable-like processes on d-sets [J].
Chen, ZQ ;
Kumagai, T .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2003, 108 (01) :27-62
[9]   Absolute continuity of symmetric Markov processes [J].
Chen, ZQ ;
Fitzsimmons, PJ ;
Takeda, M ;
Ying, J ;
Zhang, TS .
ANNALS OF PROBABILITY, 2004, 32 (3A) :2067-2098
[10]  
Durrett R., 2010, PROBABILITY THEORY E