Central limit theorems for super Ornstein-Uhlenbeck processes
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Publication:461344
DOI10.1007/S10440-013-9837-0zbMATH Open1301.60027arXiv1302.1254OpenAlexW2146393238MaRDI QIDQ461344FDOQ461344
Authors: Renming Song, Rui Zhang, Y.-X. Ren 
Publication date: 10 October 2014
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Abstract: In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases, our central limit theorems sharpen the corresponding results in the recent preprint of Milos in that the limit normal random variables in our central limit theorems are non-degenerate. Our central limit theorems in the large branching rate case are completely new. The main tool of the paper is the so called "backbone decomposition" of superprocesses.
Full work available at URL: https://arxiv.org/abs/1302.1254
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central limit theoremOrnstein-Uhlenbeck processbranching processbackbone decompositionsuperprocessbranching Ornstein-Uhlenbeck processsuper Ornstein-Uhlenbeck process
Central limit and other weak theorems (60F05) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Probabilistic potential theory (60J45)
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Cited In (19)
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