Occupation time fluctuation limits of infinite variance equilibrium branching systems

DOI10.1142/S0219025709003896zbMATH Open1221.60121arXiv0802.0187OpenAlexW2962983226MaRDI QIDQ3402045FDOQ3402045

Authors: Piotr Miłoś 

Publication date: 2 February 2010

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

Abstract: We establish limit theorems for the fluctuations of the rescaled occupation time of a $$-branching particle system. It consists of particles moving according to a symmetric $alpha$-stable motion in $mathbb{R}^d$. The branching law is in the domain of attraction of a (1+$$)-stable law and the initial condition is an equilibrium random measure for the system (defined below). In the paper we treat separately the cases of intermediate $$, critical $$ and large $$ dimensions. In the most interesting case of intermediate dimensions we obtain a version of a fractional stable motion. The long-range dependence structure of this process is also studied. Contrary to this case, limit processes in critical and large dimensions have independent increments.

Full work available at URL: https://arxiv.org/abs/0802.0187

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zbMATH Keywords

functional central limit theoremequilibrium measurelong range dependencebranching particle systemfractional stable motionoccupation time fluctuation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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Cited In (16)

• Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
• Occupation times of subcritical branching immigration systems with Markov motions
• Occupation time fluctuations of Poisson and equilibrium branching systems in critical and large dimensions
• Occupation time fluctuations in branching systems
• Occupation time fluctuations of an age-dependent critical binary branching particle system
• A long range dependence stable process and an infinite variance branching system
• Title not available (Why is that?)
• Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
• Self-similar stable processes arising from high-density limits of occupation times of particle systems
• Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions
• Laws of Large Numbers for the Occupation Time of an Age-Dependent Critical Binary Branching System
• Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses
• A functional ergodic theorem for the occupation time process of a branching system
• Occupation times of subcritical branching immigration systems with Markov motion, CLT and deviation principles
• Fluctuation limits of site-dependent branching systems in critical and large dimensions
• Fluctuation limits of strongly degenerate branching systems

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