Fluctuations of the occupation times for branching system starting from infinitely divisible point processes
Abstract
In the paper the rescaled occupation time fluctuation process of a certain empirical system is investigated. The system consists of particles evolving independently according to \alpha-stable motion in R^d, \alpha<d<2\alpha. The particles split according to the binary critical branching law with intensity V>0. We study how the limit behaviour of the fluctuations of the occupation time depends on the \emph{initial particle configuration}. We obtain a functional central limit theorem for a vast class of infinitely divisible distributions. Our findings extend and put in a unified setting results which previously seemed to be disconnected. The limit processes form a one dimensional family of long-range dependance centred Gaussian processes.
Keywords
Cite
@article{arxiv.1001.5142,
title = {Fluctuations of the occupation times for branching system starting from infinitely divisible point processes},
author = {Piotr Milos},
journal= {arXiv preprint arXiv:1001.5142},
year = {2011}
}
Comments
Proofs shortened, extended discussion