Occupation time fluctuation limits of infinite variance equilibrium branching systems

DOI10.1142/S0219025709003896MaRDI QIDQ3402045zbMATHOpenAlexFDO

Authors Piotr Miłoś

Publication date 2 February 2010

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

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

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)

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.

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Cites work

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Cited in

(17)

• Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses
• Fluctuation limits of site-dependent branching systems in critical and large dimensions
• Occupation times of subcritical branching immigration systems with Markov motions
• A functional ergodic theorem for the occupation time process of a branching system
• Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
• Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions
• A long range dependence stable process and an infinite variance branching system
• Occupation time fluctuations of Poisson and equilibrium branching systems in critical and large dimensions
• Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
• Occupation time fluctuations of an infinite-variance branching system in large dimensions
• Self-similar stable processes arising from high-density limits of occupation times of particle systems
• Occupation time fluctuations in branching systems
• Occupation time fluctuations of an age-dependent critical binary branching particle system
• Occupation times of subcritical branching immigration systems with Markov motion, CLT and deviation principles
• Fluctuation limits of strongly degenerate branching systems
• scientific article; zbMATH DE number 5243841 (Why is no real title available?)
• Laws of Large Numbers for the Occupation Time of an Age-Dependent Critical Binary Branching System

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