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Occupation time fluctuations of Poisson and equilibrium finite variance branching systems

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Języki publikacji
EN
Abstrakty
EN
Functional limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in R dwith symmetric а-stable motion starting off from either a standard Poisson random field or from the equilibrium distribution for intermediate dimensions a < d < 2a. The limit processes are determined by sub-fractional and fractional Brownian motions, respectively.
Rocznik
Strony
181--203
Opis fizyczny
Bibliogr. 14 poz.
Twórcy
autor
  • Institute of Mathematics, Polish Academy of Sciences, Warsaw
Bibliografia
  • [1] P. Billingsley, Convergence of Probability Measures, Wiley, New York 1968.
  • [2] M. Birkner and I. Zähle, Functional central limit theorems for the occupation time of the origin for branching random walks in d≥3, Weierstraß Institut für Angewandte Analysis und Stochastik, Berlin, preprint No. 1011 (2005).
  • [3] T. Bojdecki, L. G. Gorostiza and S. Ramaswamy, Convergence of У-valued processes and space time random fields, J. Funct. Anal. 66 (1986), pp. 21-41.
  • [4] T. Bojdecki, L. G. Gorostiza and A. Talarczyk, Sub-fractional Brownian motion and its relation to occupation times, Statist. Probab. Lett. 69 (2004), pp. 405-419.
  • [5] T. Bojdecki, L. G. Gorostiza and A. Talarczyk, A long range dependence stable process and an infinite variance branching system, www.arxiv.org, math.PR/0511739 (2005).
  • [6] T. Bojdecki, L. G. Gorostiza and A. Talarczyk, Occupation time fluctuations of an infinite variance branching system in large dimensions, www.arxiv.org,math.PR/0511745 (2005).
  • [7] T. Bojdecki, L. G. Gorostiza and A. Talarczyk, Limit theorems for occupation time fluctuations of branching systems. I: Long-range dependence, Stochastic Process. Appl. 116 (2006), pp. 1-18.
  • [8] T. Bojdecki, L. G. Gorostiza and A. Talarczyk, Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions functional, Stochastic Process. Appl. 116 (2006), pp. 19-35.
  • [9] J. D. Deuschel and K. Wang, Large deviations for the occupation time of a Poisson system of independent Brownian particles, Stochastic Process. Appl. 52 (1994), pp. 183-209.
  • [10] L. G. Gorostiza and E. R. Rodrigues, A stochastic model for transport of particulate matter in air: an asymptotic analysis, Acta Appl. Math. 59 (1999), pp. 21-43.
  • [11] L. G. Gorostiza and A. Wakolbinger, Persistence criteria for a class of critical branching particle systems in continuous time, Ann. Probab. 19 (1991), pp. 266-288.
  • [12] L. G. Gorostiza and A. Wakolbinger, Long time behavior of critical branching particle system and its applications, CRM Proc. Lecture Notes Vol. 5 (1994), pp. 119-137.
  • [13] I. Iscoe, A weighted occupation time for a class of measure-valued branching processes, Probab. Theory Related Fields 71 (1986), pp. 85-116.
  • [14] I. Mitoma, Tightness of probabilities on C([0, 1], Y) and D([0, 1],Y) Ann. Probab. 11 (1983), pp. 989-999.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-8e96284e-bcce-48f7-986b-0669318b53b3
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