Conditioned superprocesses and their weighted occupation times

DOI10.1016/0167-7152(94)00050-IMaRDI QIDQ1344833zbMATH OpenOpenAlexFDO

Publication date 22 February 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00050-i

local times measure-valued processes superprocesses weighted occupation times

Local time and additive functionals (60J55) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

Consider a superprocess \(X\) (an \(M_ F(E)\)-valued Markov process with Laplace functional, where \(M_ F(E)\) denotes the space of finite measures on a locally compact separable metric space \(E\) with its Borel \(\sigma\)-field). Because of the fact that the initial measure \(\mu\) of \(X_ t\) is finite, the process \(X_ t\) will die in finite time, \({\mathbf P}^ \mu\)-a.s., in other words, \(X_ t = 0\) for sufficiently large \(t\). So-called conditioned superprocesses, obtained by starting \(X\) at an initial measure \(\mu \in M_ F(E) \setminus \{0\}\) and conditioning on the event that the process stays alive forever, are considered. Then the asymptotic behavior of the weighted occupation time (whether the total amount of mass which ever visits a fixed set is finite or infinite) is studied. Necessary and sufficient conditions, based on the asymptotics of the underlying motion, for the total occupation time to be infinite are given. Some special cases are investigated. It is also proved that, when properly scaled, the occupation times for conditioned super-Brownian motion on \({\mathbf R}^ d\) converge to a function of a local time when \(d \leq 3\).

Recommendations

Cites work

Cited in

(13)

This page was built for publication: Conditioned superprocesses and their weighted occupation times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1344833)