Laws of large numbers for supercritical branching Gaussian processes

DOI10.1016/J.SPA.2018.09.011zbMATH Open1422.60120arXiv1609.06701OpenAlexW2963553927WikidataQ129134321 ScholiaQ129134321MaRDI QIDQ2274308FDOQ2274308

Authors: Michael A. Kouritzin, Khoa Lê, A. Deniz Sezer 

Publication date: 19 September 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in terms of particle motion/mutation. Long memory processes, like branching fractional Brownian motion and fractional Ornstein-Uhlenbeck processes with large Hurst parameters, as well as rough processes, like fractional processes with with smaller Hurst parameter, are included as important examples. General branching with second moments is allowed and moment measure techniques are utilized.

Full work available at URL: https://arxiv.org/abs/1609.06701

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zbMATH Keywords

fractional Brownian motionbranching processeslaws of large numbers

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (9)

• Convergence rate for a class of supercritical superprocesses
• A note on the extremal process of the supercritical Gaussian free field
• Law of large numbers for supercritical superprocesses with non-local branching
• Title not available (Why is that?)
• On the extinction of continuous-state branching processes in random environments
• On laws of large numbers in \(L^2\) for supercritical branching Markov processes beyond \(\lambda \)-positivity
• A strong law of large numbers for super-stable processes
• Law of large numbers for a class of superdiffusions
• Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates

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