Central limit theorems for supercritical superprocesses

被引:11
作者
Ren, Yan-Xia [1 ,2 ]
Song, Renming [3 ]
Zhang, Rui [1 ]
机构
[1] Peking Univ, LMAM Sch Math Sci, Beijing 100871, Peoples R China
[2] Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R China
[3] Univ Illinois, Dept Math, Urbana, IL 61801 USA
关键词
Central limit theorem; Supercritical superprocess; Excursion measures of superprocesses; MARKOV BRANCHING-PROCESSES;
D O I
10.1016/j.spa.2014.09.014
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in Milos (2012) and Ren et al. (2014) for supercritical super Ornstein-Uhlenbeck processes. The advantage of this central limit theorem is that it allows us to characterize the limit Gaussian field. In the case of supercritical super Ornstein-Uhlenbeck processes with non-spatially dependent branching mechanisms, our central limit theorem reveals more independent structures of the limit Gaussian field. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码:428 / 457
页数:30
相关论文
共 20 条
[1]  
Adamczak R., 2011, ARXIV11114559
[2]   MARTINGALE CENTRAL LIMIT-THEOREMS AND ASYMPTOTIC ESTIMATION THEORY FOR MULTITYPE BRANCHING-PROCESSES [J].
ASMUSSEN, S ;
KEIDING, N .
ADVANCES IN APPLIED PROBABILITY, 1978, 10 (01) :109-129
[3]  
Asmussen S, 1983, Branching processes
[4]   LIMIT THEOREMS FOR MULTITYPE CONTINUOUS TIME MARKOV BRANCHING PROCESSES .I. CASE OF AN EIGENVECTOR LINEAR FUNCTIONAL [J].
ATHREYA, KB .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1969, 12 (04) :320-&
[5]   LIMIT THEOREMS FOR MULTITYPE CONTINUOUS TIME MARKOV BRANCHING PROCESSES .2. CASE OF AN ARBITRARY LINEAR FUNCTIONAL [J].
ATHREYA, KB .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1969, 13 (3-4) :204-&
[6]   SOME REFINEMENTS IN THEORY OF SUPERCRITICAL MULTITYPE MARKOV BRANCHING PROCESSES [J].
ATHREYA, KB .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1971, 20 (01) :47-&
[7]   ULTRACONTRACTIVITY AND THE HEAT KERNEL FOR SCHRODINGER-OPERATORS AND DIRICHLET LAPLACIANS [J].
DAVIES, EB ;
SIMON, B .
JOURNAL OF FUNCTIONAL ANALYSIS, 1984, 59 (02) :335-395
[8]  
Dawson D. A., 1993, MEASURE VALUED MARKO
[9]  
Dudley R, 2002, REAL ANAL PROBABILIT, V74
[10]   N-measures for branching exit Markov systems and their applications to differential equations [J].
Dynkin, EB ;
Kuznetsov, SE .
PROBABILITY THEORY AND RELATED FIELDS, 2004, 130 (01) :135-150