On the occupation measure of super-Brownian motion

被引：2

作者：

Le Gall, Jean-Francois

Merle, Mathieu

机构：

[1] ENS, DMA, F-75005 Paris, France

[2] Univ British Columbia, Dept Math, Vancouver, BC V6T 1W5, Canada

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2006年 / 11卷

关键词：

super-Brownian motion; occupation measure; limit distribution;

D O I：

10.1214/ECP.v11-1225

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：

We derive the asymptotic behavior of the occupation measure Z(B-1) of the unit ball for super-Brownian motion started from the Dirac measure at a distant point x and conditioned to hit the unit ball. In the critical dimension d = 4, we obtain a limiting exponential distribution for the ratio Z(B-1)/ log | x|.

引用

页码：252 / 265

页数：14

共 50 条

[21] An exit measure construction of the total local time of super-Brownian motion
Hong, Jieliang
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2021, 26
[22] Ergodic theorem for the two-dimensional super-Brownian motion with super-Brownian immigration
洪文明
ProgressinNaturalScience, 2000, (02) : 33 - 38
[23] The extremal process of super-Brownian motion
Ren, Yan-Xia
Song, Renming
Zhang, Rui
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 137 : 1 - 34
[24] ON THE BOUNDARY OF THE SUPPORT OF SUPER-BROWNIAN MOTION
Mueller, Carl
Mytnik, Leonid
Perkins, Edwin
ANNALS OF PROBABILITY, 2017, 45 (6A) : 3481 - 3534
[25] The dimension of the boundary of super-Brownian motion
Mytnik, Leonid
Perkins, Edwin
PROBABILITY THEORY AND RELATED FIELDS, 2019, 174 (3-4) : 821 - 885
[26] The average density of super-Brownian motion
Mörters, P
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2001, 37 (01): : 71 - 100
[27] On the weighted occupation time and support of super-Brownian motion conditioned on non-extinction
Li, BZ
Yu, JH
ACTA MATHEMATICA SCIENTIA, 1999, 19 (03) : 272 - 278
[28] ON THE WEIGHTED OCCUPATION TIME AND SUPPORT OF SUPER-BROWNIAN MOTION CONDITIONED ON NON-EXTINCTION
李炳章
余旌胡
Acta Mathematica Scientia, 1999, (03) : 272 - 278
[29] Local behaviour of local times of super-Brownian motion
Merle, Mathieu
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2006, 42 (04): : 491 - 520
[30] Stochastic integral representation and regularity of the density for the exit measure of super-Brownian motion
Le Gall, JF
Mytnik, L
ANNALS OF PROBABILITY, 2005, 33 (01) : 194 - 222

← 1 2 3 4 5 →