Central limit theorems for a super-diffusion over a stochastic flow (Q633135): Difference between revisions

The author studies the asymptotics of the superprocess over a stochastic flow, which was first introduced in [\textit{G. Skoulakis} and \textit{R. J. Adler}, Ann. Appl. Probab. 11, No.~2, 488--543 (2001; Zbl 1018.60052)]. The flow involves both branching and migration. The migrations of the infinitesimal particles are diffusions driven by independent Brownian motions and the flow by a common Brownian motion. Some central limit theorems of the occupation time of the superprocess are proved. For the critical and higher dimensions \(d\geq 4\), the limits are distribution-valued Gaussian random variables. For \(d = 3\), a conditional central limit theorem given the common Brownian motion is proved, which leads to a conditional Gaussian random variable. When the effect of the common Brownian motion disappears, the results degenerate to those for the ordinary super-Brownian motion in [\textit{I. Iscoe}, Probab. Theory Relat. Fields 71, 85--116 (1986; Zbl 0555.60034)].