Law of large numbers for superdiffusions: The non-ergodic case
Engländer, János
Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 1-6 / Harvested from Project Euclid
In previous work of D. Turaev, A. Winter and the author, the Law of Large Numbers for the local mass of certain superdiffusions was proved under an ergodicity assumption. In this paper we go beyond ergodicity, that is we consider cases when the scaling for the expectation of the local mass is not purely exponential. Inter alia, we prove the analog of the Watanabe–Biggins LLN for super-Brownian motion.
Publié le : 2009-02-15
Classification:  Super-Brownian motion,  Superdiffusion,  Superprocess,  Law of Large Numbers,  H-transform,  Weighted superprocess,  Scaling limit,  Local extinction,  60J60,  60J80
@article{1234469969,
     author = {Engl\"ander, J\'anos},
     title = {Law of large numbers for superdiffusions: The non-ergodic case},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 1-6},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1234469969}
}
Engländer, János. Law of large numbers for superdiffusions: The non-ergodic case. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  1-6. http://gdmltest.u-ga.fr/item/1234469969/