A long range dependence stable process and an infinite variance branching system
Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna
Ann. Probab., Tome 35 (2007) no. 1, p. 500-527 / Harvested from Project Euclid
We prove a functional limit theorem for the rescaled occupation time fluctuations of a (d, α, β)-branching particle system [particles moving in ℝd according to a symmetric α-stable Lévy process, branching law in the domain of attraction of a (1+β)-stable law, 0<β<1, uniform Poisson initial state] in the case of intermediate dimensions, α/βd, and ξ=(ξt)t≥0 is a (1+β)-stable process which has long range dependence. For α<2, there are two long range dependence regimes, one for β>d/(d+α), which coincides with the case of finite variance branching (β=1), and another one for β≤d/(d+α), where the long range dependence depends on the value of β. The long range dependence is characterized by a dependence exponent κ which describes the asymptotic behavior of the codifference of increments of ξ on intervals far apart, and which is d/α for the first case (and for α=2) and (1+β−d/(d+α))d/α for the second one. The convergence proofs use techniques of $\mathcal{S}'(\mathbb {R}^{d})$ -valued processes.
Publié le : 2007-03-14
Classification:  Branching particle system,  occupation time fluctuation,  functional limit theorem,  stable process,  long range dependence,  60F17,  60J80,  60G18,  60G52
@article{1175287752,
     author = {Bojdecki, Tomasz and Gorostiza, Luis G. and Talarczyk, Anna},
     title = {A long range dependence stable process and an infinite variance branching system},
     journal = {Ann. Probab.},
     volume = {35},
     number = {1},
     year = {2007},
     pages = { 500-527},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175287752}
}
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna. A long range dependence stable process and an infinite variance branching system. Ann. Probab., Tome 35 (2007) no. 1, pp.  500-527. http://gdmltest.u-ga.fr/item/1175287752/