A functional CLT for the occupation time of a state-dependent branching random walk
Birkner, Matthias ; Zähle, Iljana
Ann. Probab., Tome 35 (2007) no. 1, p. 2063-2090 / Harvested from Project Euclid
We show that the centred occupation time process of the origin of a system of critical binary branching random walks in dimension d≥3, started off either from a Poisson field or in equilibrium, when suitably normalized, converges to a Brownian motion in d≥4. In d=3, the limit process is a fractional Brownian motion with Hurst parameter 3/4 when starting in equilibrium, and a related Gaussian process when starting from a Poisson field. For (dependent) branching random walks with state dependent branching rate we obtain convergence in f.d.d. to the same limit process, and for d=3 also a functional limit theorem.
Publié le : 2007-11-14
Classification:  State dependent branching random walk,  occupation time,  functional central limit theorem,  60K35
@article{1191860416,
     author = {Birkner, Matthias and Z\"ahle, Iljana},
     title = {A functional CLT for the occupation time of a state-dependent branching random walk},
     journal = {Ann. Probab.},
     volume = {35},
     number = {1},
     year = {2007},
     pages = { 2063-2090},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1191860416}
}
Birkner, Matthias; Zähle, Iljana. A functional CLT for the occupation time of a state-dependent branching random walk. Ann. Probab., Tome 35 (2007) no. 1, pp.  2063-2090. http://gdmltest.u-ga.fr/item/1191860416/