Central limit theorems for a super-diffusion over a stochastic flow

DOI10.1007/S10959-009-0261-3MaRDI QIDQ633135zbMATH OpenOpenAlexFDO

Authors Mei Zhang

Publication date 31 March 2011

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

Full work available at URL https://doi.org/10.1007/s10959-009-0261-3

zbMATH Keywords

branching particle systemcentral limit theoremconditional log-Laplace functionaldependent spatial motionnonlinear SPDEsuperprocess

Mathematics Subject Classification ID

Random measures (60G57) Transition functions, generators and resolvents (60J35) Superprocesses (60J68) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

The author studies the asymptotics of the superprocess over a stochastic flow, which was first introduced in [\textit{G. Skoulakis} and \textit{R. J. Adler}, Ann. Appl. Probab. 11, No.~2, 488--543 (2001; Zbl 1018.60052)]. The flow involves both branching and migration. The migrations of the infinitesimal particles are diffusions driven by independent Brownian motions and the flow by a common Brownian motion. Some central limit theorems of the occupation time of the superprocess are proved. For the critical and higher dimensions \(d\geq 4\), the limits are distribution-valued Gaussian random variables. For \(d = 3\), a conditional central limit theorem given the common Brownian motion is proved, which leads to a conditional Gaussian random variable. When the effect of the common Brownian motion disappears, the results degenerate to those for the ordinary super-Brownian motion in [\textit{I. Iscoe}, Probab. Theory Relat. Fields 71, 85--116 (1986; Zbl 0555.60034)].

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Cites work

• A class of measure-valued branching diffusions in a random medium
• A stochastic log-Laplace equation.
• A weighted occupation time for a class of measure-valued branching processes
• An introduction to stochastic filtering theory.
• scientific article; zbMATH DE number 1302005 (Why is no real title available?)
• Long-term behavior for superprocesses over a stochastic flow
• Superprocesses over a stochastic flow
• Superprocesses with dependent spatial motion and general branching densities

Cited in

(5)

• Superprocesses for the population of rabbits on grassland
• scientific article; zbMATH DE number 1340739 (Why is no real title available?)
• Central limit theorem for the occupation time of catalytic super-Brownian motion
• The properties of generalized collision branching processes
• Ergodic theory for a superprocess over a stochastic flow

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