Convergence of S'-valued processes and space-time random fields
asymptotic analysis of particle systemsLévy continuity theoremnuclear space of distributionsSkorokhod spacetight sequence of processes
Spaces determined by compactness or summability properties (nuclear spaces, Schwartz spaces, Montel spaces, etc.) (46A11) Spaces defined by inductive or projective limits (LB, LF, etc.) (46A13) Topological linear spaces of test functions, distributions and ultradistributions (46F05) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15)
The mapping \(x\to \tilde x\) of the Skorokhod space \(D([0,T]\), \({\mathcal S}'(R^ d))\) into \({\mathcal S}'(R^{d+1})\) defined by \[ <\tilde x,\Phi >= \int^{T}_{0}<x(t),\Phi (t,\cdot)>dt,\quad \Phi \in {\mathcal S}(R^{d+1}) \] is shown to be continuous. From this fact it follows that for a tight sequence of processes \((X_ n)\) in \(D([0,T]\), \({\mathcal S}'(R^ d))\), convergence indistribution of \({\mathcal S}'(R^{d+1})\)- valued random variables \((\tilde X_ n)\) implies weak convergence of \((X_ n)\). This establishes a new method of identifying the limit process. The method turns out to be convenient since nuclearity of \({\mathcal S}'(R^{d+1})\) implies possibility of using the Lévy continuity theorem. When \([0,T]\) is replaced by \([0,\infty)\) the space \({\mathcal S}'(R^{d+1})\) is not appropriate in general, and the question is investigated of what is the smallest nuclear space of distributions containing \({\mathcal S}'(R^{d+1})\) that can be used. These results are related to the asymptotic analysis of particle systems.
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- Skorokhod's M1 topology for distribution-valued processes
- Central limit phenomena of various interacting systems
- Central limit theorem for a simple diffusion model of interacting particles
- Convergence cylindrique et convergence étroite d'une suite de probabilités de Radon
- Distribution-valued processes arising from independent Brownian motions
- Espaces de fonctions différentiables à valeurs vectorielles
- Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
- High density limit theorems for infinite systems of unscaled branching Brownian motions
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- La convergence en loi pour les processus à valeurs dans un espace nucléaire
- La dualité dans les espaces \((\mathcal F)\) et \((\mathcal{LF})\)
- Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
- Limit Theorems for Supercritical Branching Random Fields
- Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
- On Positive Contractions In L p -Spaces
- Produits tensoriels topologiques et espaces nucléaires
- The critical measure diffusion process
- Tightness of probabilities on C([0,1];\(S_ p\)) and D([0,1];\(S_ p\))
- Weak convergence of probability measures and random functions in the function space D[0,∞)
- Weak convergence of semimartingales
- Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
- Limit theorems for supercritical branching random fields with immigration
- Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
- An occupation time approach for convergence of measure-valued processes, and the death process of a branching system
- Time-localization of random distributions on Wiener space. II: Convergence, fractional Brownian density processes
- Occupation time fluctuations of weakly degenerate branching systems
- Convergence of random bounded linear operators in the Skorokhod space
- Semimartingales on duals of nuclear spaces
- Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue
- A long range dependence stable process and an infinite variance branching system
- Occupation time limits of inhomogeneous Poisson systems of independent particles
- Self-similar stable processes arising from high-density limits of occupation times of particle systems
- Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
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- Riemann-Liouville processes arising from branching particle systems
- A class of fractional Brownian fields from branching systems and their regularity properties
- Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications
- Occupation time fluctuation limits of infinite variance equilibrium branching systems
- Spatiotemporal Convexity of Stochastic Processes and Applications
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- Non-Markovian fluctuation limits of infinite particle systems
- White noise in space and time and the cylindrical wiener process
- White noise in space and time and the cylindrical wiener process
- On microscopic derivation of a fractional stochastic Burgers equation
- Occupation time fluctuations of an age-dependent critical binary branching particle system
- A random field approach to weak convergence of processes
- Occupation times of subcritical branching immigration systems with Markov motions
- Generalized solutions of a class of nuclear-space-valued stochastic evolution equations
- Markov properties of the fluctuation limit of a particle system
- A functional ergodic theorem for the occupation time process of a branching system
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