Stable central limit theorems for super Ornstein-Uhlenbeck processes

被引:5
作者
Ren, Yan-Xia [1 ]
Song, Renming [2 ]
Sun, Zhenyao [3 ,4 ]
Zhao, Jianjie [1 ]
机构
[1] Peking Univ, Beijing 100871, Peoples R China
[2] Univ Illinois, Urbana, IL 61801 USA
[3] Wuhan Univ, Wuhan 430072, Hubei, Peoples R China
[4] Technion Israel Inst Technol, IL-32000 Haifa, Israel
关键词
superprocesses; Ornstein-Uhlenbeck processes; stable distribution; central limit theorem; law of large numbers; branching rate regime; MARKOV BRANCHING-PROCESSES; LARGE NUMBERS; STRONG LAW; SUPERPROCESSES;
D O I
10.1214/19-EJP396
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 study the asymptotic behavior of a supercritical (xi,psi)-superprocess (X-t)(t >= 0) whose underlying spatial motion xi is an Ornstein-Uhlenbeck process on R-d with generator L = 1/2 sigma(2)Delta - bx . del where sigma, b > 0; and whose branching mechanism psi satisfies Grey's condition and a perturbation condition which guarantees that, when z -> 0, psi(z) = -alpha z -eta z(1+beta) (1 + o(1)) with alpha > 0, eta > 0 and beta is an element of (0,1). Some law of large numbers and (1+ beta)-stable central limit theorems are established for (X-t(f))(t >= 0), where the function f is assumed to be of polynomial growth. A phase transition arises for the central limit theorems in the sense that the forms of the central limit theorem are different in three different regimes corresponding to the branching rate being relatively small, large or critical at a balanced value.
引用
收藏
页数:42
相关论文
共 44 条
[21]   SPINES, SKELETONS AND THE STRONG LAW OF LARGE NUMBERS FOR SUPERDIFFUSIONS [J].
Eckhoff, Maren ;
Kyprianou, Andreas E. ;
Winkel, Matthias .
ANNALS OF PROBABILITY, 2015, 43 (05) :2545-2610
[22]   Law of large numbers for superdiffusions: The non-ergodic case [J].
Englaender, Janos .
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2009, 45 (01) :1-6
[23]   Law of large numbers for a class of superdiffusions [J].
Engländer, J ;
Winter, A .
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2006, 42 (02) :171-185
[24]  
Engländer L, 2002, ANN PROBAB, V30, P683
[25]  
Heyde C C., 1971, B AUST MATH SOC, V5, P145, DOI [10.1017/S0004972700047018, DOI 10.1017/S0004972700047018]
[26]   INVARIANCE PRINCIPLE AND SOME CONVERGENCE RATE RESULTS FOR BRANCHING PROCESSES [J].
HEYDE, CC ;
BROWN, BM .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1971, 20 (04) :271-&
[28]   A RATE OF CONVERGENCE RESULT FOR SUPER-CRITICAL GALTON-WATSON PROCESS [J].
HEYDE, CC .
JOURNAL OF APPLIED PROBABILITY, 1970, 7 (02) :451-&
[29]   Functional limit theorems for multitype branching processes and generalized Polya urns [J].
Janson, S .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2004, 110 (02) :177-245
[30]   A LIMIT THEOREM FOR MULTIDIMENSIONAL GALTON-WATSON PROCESSES [J].
KESTEN, H ;
STIGUM, BP .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (05) :1211-&