Occupation times of subcritical branching immigration systems with Markov motion, CLT and deviation principles

DOI10.1142/S0219025712500026zbMATH Open1253.60048arXiv0911.0777OpenAlexW3101388169MaRDI QIDQ2890508FDOQ2890508

Authors: Piotr Miłoś 

Publication date: 11 June 2012

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles immigrate to the system according to a homogeneous space time Poisson random field. The second model is the superprocess corresponding to the branching particle system. We study rescaled occupation time process and the process of its fluctuations with very mild assumptions on the Markov family. In the general setting a functional central limit theorem as well as large and moderate deviations principles are proved. The subcriticality of the branching law determines the behaviour in large time scales and in "overwhelms" the properties of the particles' motion. For this reason the results are the same for all dimensions and can be obtained for a wide class of Markov processes (both properties are unusual for systems with critical branching).

Full work available at URL: https://arxiv.org/abs/0911.0777

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zbMATH Keywords

functional limit theoremscentral limit theorem (CLT)superprocessesbranching particle systemsoccupation time fluctuationssubcritical branching with immigration

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17) Generalized stochastic processes (60G20) Superprocesses (60J68)

Cites Work

• Limit theorems on large deviations for semimartingales
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• Large deviations for the occupation time functional of a Poisson system of independent Brownian particles
• A functional CLT for the occupation time of a state-dependent branching random walk
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• LARGE AND MODERATE DEVIATIONS FOR OCCUPATION TIMES OF IMMIGRATION SUPERPROCESSES
• A LARGE DEVIATION FOR OCCUPATION TIME OF SUPER α-STABLE PROCESS
• Moderate deviations and functional LIL for super-Brownian motion
• Large deviations for the three-dimensional super-Brownian motion
• Occupation time fluctuation limits of infinite variance equilibrium branching systems

Cited In (5)

• Occupation times of subcritical branching immigration systems with Markov motions
• Occupation times for age-structured branching processes
• Some long-range dependence processes arising from fluctuations of particle systems
• Functional central limit theorems for supercritical superprocesses
• Central limit theorems for supercritical branching Markov processes

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