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

DOI10.1142/S0219025712500026MaRDI QIDQ2890508zbMATH OpenOpenAlexFDO

Authors Piotr Miłoś

Publication date 11 June 2012

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

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

zbMATH Keywords

branching particle systemscentral limit theorem (CLT)functional limit theoremsoccupation time fluctuationssubcritical branching with immigrationsuperprocesses

Mathematics Subject Classification ID

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

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).

Review text

The author studies two closely related stochastic models. The first is a subcritical branching particle system with immigration. The particles move independently in \(\mathbb{R}^d\) according to a time-homogeneous Markov family. The lifetime of each particle is exponential; when a particle dies it has either two offspring particles with probability \(q\) or none with probability \(1-q\), where \(q < 1/2\). New particles immigrate according to a homogeneous Poisson random field in time and space.NEWLINENEWLINEThe second model is a limiting case of the first, a measure-valued time-homogeneous Markov process, that is, a superprocess. Let \((N_t)_{t \geq 0}\) denote either of these two processes; the main objective of the paper is to study the rescaled occupation time process NEWLINE\[NEWLINE Y_T(t) := \frac{1}{F_T} \int_0^{Tt} N_s\, ds, \quad t \geq 0, NEWLINE\]NEWLINE and its fluctuation NEWLINE\[NEWLINE X_T(t) := \frac{1}{F_T} \int_0^{Tt} (N_s - \operatorname{E}N_s)\, ds, \quad t \geq 0, NEWLINE\]NEWLINE where \(F_T\) denotes a suitable deterministic norming which may vary from case to case.NEWLINENEWLINEUnder certain assumptions, the paper gives functional central limit theorems, large and moderate deviation theorems for the processes \(X_T\) and \(Y_T\), with both models. A more detailed version of the paper can be found in the extended version [\url{arXiv:0911.0777}].

Recommendations

• Occupation times of subcritical branching immigration systems with Markov motions
• Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions
• LARGE AND MODERATE DEVIATIONS FOR OCCUPATION TIMES OF IMMIGRATION SUPERPROCESSES
• Occupation time fluctuations of Poisson and equilibrium branching systems in critical and large dimensions
• scientific article; zbMATH DE number 2215661

Cites work

• A functional CLT for the occupation time of a state-dependent branching random walk
• A LARGE DEVIATION FOR OCCUPATION TIME OF SUPER α-STABLE PROCESS
• LARGE AND MODERATE DEVIATIONS FOR OCCUPATION TIMES OF IMMIGRATION SUPERPROCESSES
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• Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions
• Limit theorems on large deviations for semimartingales
• Moderate deviations and functional LIL for super-Brownian motion
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• Occupation time fluctuations of an infinite-variance branching system in large dimensions
• Occupation times of subcritical branching immigration systems with Markov motions

Cited in

(5)

• 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
• Occupation times for age-structured branching processes
• Occupation times of subcritical branching immigration systems with Markov motions

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