Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence (Q2576954): Difference between revisions

A system of particles in \(R^{d}\) is considered which starts off at time 0 from a Poisson field of intensity \(\lambda\). Particles move according to a symmetric \(\alpha\)-stable law and undergo critical binary branching with rate \(V>0\). Let \(N_{t}\) be the empirical measure of the particle system at time \(t\). The occupation time fluctuation process \((X_{T}(t))_{t\geq 0}\) is given by \[ (X_{T}(t),\varphi)=\frac{T}{F_{T}}\int_0^{t}((N_{Ts},\varphi)-(\lambda,\varphi))ds \] where \(\varphi\) belongs to a set of smooth rapidly decreasing functions on \(R^d\) and \(F_{T}\) is a scaling. The authors prove two functional limit theorems describing convergence of \((X_{T}(t))_{0\leq t\leq\tau},\tau>0,\) to limiting objects in two cases: the system without branching \((V=0)\) and \(1=d<\alpha\) and for the branching system \((V>0)\) with \(\alpha<d<2\alpha\). It is shown that in the first case the limit is fractional Brownian motion with covariance \((s^{h}+t^{h}-| s-t| ^{h})/2\) with \(h=2-d/\alpha\) while in the second one the limit is sub-fractional Brownian motion with covariance \(s^{h}+t^{h}-(| s+t| ^{h}+| s-t| ^{h})/2\) with \(h=3-d/\alpha\) .