\(U\)-statistics of Ornstein-Uhlenbeck branching particle system (Q482785): Difference between revisions

Consider a single particle located at \(x\in\mathbb{R}^d\) at time 0. The particle moves according to an Ornstein-Uhlenbeck process. Independently of its motion, the particle branches after an exponential time: with probability \(p>1/2\) it is replaced by two copies of the particle (which then evolve independently and according to the same dynamics), and with probability \(1-p\) the particle is removed from the system. Let \(|X_t|\) be the number of particles in the system at time \(t\). Denote the positions of these particles in \(\mathbb{R}^d\) by \(\{X_t(1),X_t(2),\dots,X_t(|X_t|)\}\). Continuing and extending some of their earlier work, the authors derive a law of large numbers and central limit theorems for the \(U\)-statistics \[ U_t^n(f)=\sum_{(i_1,\dots,i_n)\in \mathcal{A}_t(n)} f(X_t(i_1),X_t(i_2),\dots,X_t(i_n)), \] for a bounded, continuous function \(f\), where \[ \mathcal{A}_t(n)=\left\{(i_1,i_2,\dots,i_n)\in\{1,\dots,|X_t|\}^n:i_j\not=i_k\,(j\not=k)\right\}. \] The form of the limit depends on how the growth rate of the number of particles in the system compares to the drift parameter of the Ornstein-Uhlenbeck process.