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Stable central limit theorems for super Ornstein-Uhlenbeck processes

机译:Super Ornstein-Uhlenbeck流程的稳定中央极限定理

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摘要

In this paper, we study the asymptotic behavior of a supercritical $(xi ,psi )$-superprocess $(X_{t})_{tgeq 0}$ whose underlying spatial motion $xi $ is an Ornstein-Uhlenbeck process on $mathbb{R} ^{d}$ with generator $L = rac{1} {2}sigma ^{2}Delta - b x cdot abla $ where $sigma , b 0$; and whose branching mechanism $psi $ satisfies Grey’s condition and a perturbation condition which guarantees that, when $zo 0$, $psi (z)=-lpha z + eta z^{1+eta } (1+o(1))$ with $lpha 0$, $eta 0$ and $eta in (0, 1)$. Some law of large numbers and $(1+eta )$-stable central limit theorems are established for $(X_{t}(f) )_{tgeq 0}$, where the function $f$ is assumed to be of polynomial growth. A?phase transition arises for the central limit theorems in the sense that the forms of the central limit theorem are different in three different regimes corresponding to the branching rate being relatively small, large or critical at a balanced value.
机译:在本文中,我们研究了超临界$( xi, psi)$ - superprocess $(x_ {t})_ {t geq 0} $的渐近行为,其底层空间运动$ xi $是ornstein- Uhlenbeck在$ mathbb {r} ^ {d} $ with generator $ l = frac {1} {2} sigma ^ {2} delta - bx cdot nabla $ where $ sigma,b> 0 $;其分支机制$ psi $满足灰色的条件和扰动条件,保证,当$ z to 0 $时,$ psi(z)= - alpha z + eta z ^ {1+ beta}( 1 + O(1))$ alpha> 0 $,$ eta> 0 $和$ beta IN(0,1)$。一些大量和$(1+ β)$ - 稳定的中央限位定理是由$(x_ {t}(f))建立的(x_ {t}(f))$,其中函数$ f $被假定为具有多项式生长。对于中央极限定理产生的相位转变意义上的中央极限定理的形式在与分支速率相对应的三种不同的方案中的三种不同的制度中,在平衡值相对较小,大或临界。

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