U-statistics of Ornstein-Uhlenbeck branching particle system

DOI10.1007/S10959-013-0503-2zbMATH Open1311.60093arXiv1007.1719OpenAlexW3122730117WikidataQ59398872 ScholiaQ59398872MaRDI QIDQ482785FDOQ482785

Authors: Radosław Adamczak, Piotr Miłoś 

Publication date: 6 January 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in R^d and undergoing a binary, supercritical branching with a constant rate lambda>0. This system is known to fulfil a law of large numbers (under exponential scaling). In the paper we prove the corresponding central limit theorem. Moreover, in the second part of the paper we consider U-statistics of the system, for which, under mild assumptions, we prove a law of large numbers and a central limit theorem. The limits are expressed in terms of multiple stochastic integrals with respect to a random Gaussian measure. The second order behaviour depends qualitatively on the growth rate of the system. In this paper we concentrate on the case when the growth rate is relatively small comparing to smoothing properties of particles' movement.

Full work available at URL: https://arxiv.org/abs/1007.1719

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zbMATH Keywords

\(U\)-statisticscentral limit theoremOrnstein-Uhlenbeck processsupercritical branching particle systems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Generalized stochastic processes (60G20)

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Cited In (9)

• The genealogy of an exactly solvable Ornstein-Uhlenbeck type branching process with selection
• A central limit theorem for punctuated equilibrium
• Spatial central limit theorem for supercritical superprocesses
• Branching diffusion with particle interactions
• Phylogenetic effective sample size
• Functional central limit theorems for supercritical superprocesses
• Phase transition on the convergence rate of parameter estimation under an Ornstein-Uhlenbeck diffusion on a tree
• CLT for Ornstein-Uhlenbeck branching particle system
• Phylogenetic confidence intervals for the optimal trait value

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