Occupation time fluctuations of an infinite-variance branching system in large dimensions
Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna
Bernoulli, Tome 13 (2007) no. 1, p. 20-39 / Harvested from Project Euclid
We prove limit theorems for rescaled occupation time fluctuations of a (d, α, β)-branching particle system (particles moving in ℝd according to a spherically symmetric α-stable Lévy process, (1+β)-branching, 0<β<1, uniform Poisson initial state), in the cases of critical dimension, d=α(1+β)/β, and large dimensions, d>α(1+β)/β. The fluctuation processes are continuous but their limits are stable processes with independent increments, which have jumps. The convergence is in the sense of finite-dimensional distributions, and also of space-time random fields (tightness does not hold in the usual Skorohod topology). The results are in sharp contrast with those for intermediate dimensions, α/β
Publié le : 2007-02-14
Classification:  branching particle system,  critical and large dimensions,  limit theorem,  occupation time,  fluctuation,  stable process
@article{1175287718,
     author = {Bojdecki, Tomasz and Gorostiza, Luis G. and Talarczyk, Anna},
     title = {Occupation time fluctuations of an infinite-variance branching system in large dimensions},
     journal = {Bernoulli},
     volume = {13},
     number = {1},
     year = {2007},
     pages = { 20-39},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175287718}
}
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna. Occupation time fluctuations of an infinite-variance branching system in large dimensions. Bernoulli, Tome 13 (2007) no. 1, pp.  20-39. http://gdmltest.u-ga.fr/item/1175287718/