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Local properties for $1$-dimensional critical branching L\'{e}vy process

Probability 2024-10-15 v1

Abstract

Consider a one dimensional critical branching L\'{e}vy process ((Zt)t0,Px)((Z_t)_{t\geq 0}, \mathbb {P}_x). Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some α\alpha-stable distribution with α(1,2)\alpha\in (1, 2), and that the underlying L\'{e}vy process (ξt)t0(\xi_t)_{t\geq 0} is non-lattice and has finite 2+δ2+\delta^* moment for some δ>0\delta^*>0. We first prove that t1α1(1Ety(exp{1t1α112h(x)Zt(dx)1t1α1g(xt)Zt(dx)}))t^{\frac{1}{\alpha-1}}\left(1- \mathbb{E}_{\sqrt{t}y}\left(\exp\left\{-\frac{1}{t^{\frac{1}{\alpha-1}-\frac{1}{2}}}\int h(x) Z_t(\mathrm{d}x) -\frac{1}{t^{\frac{1}{\alpha-1}}} \int g\left(\frac{x}{\sqrt{t}}\right)Z_t(\mathrm{d}x)\right\}\right)\right) converges as tt\to\infty for any non-negative bounded Lipschtitz function gg and any non-negative directly Riemann integrable function hh of compact support. Then for any yRy\in \R and bounded Borel set of positive Lebesgue measure with its boundary having zero Lebesgue measure, under a higher moment condition on ξ\xi, we find the decay rate of the probability Pty(Zt(A)>0)\mathbb {P}_{\sqrt{t}y}(Z_t(A)>0). As an application, we prove some convergence results for ZtZ_t under the conditional law Pty(Zt(A)>0).\mathbb {P}_{\sqrt{t}y}(\cdot| Z_t(A)>0).

Keywords

Cite

@article{arxiv.2410.10066,
  title  = {Local properties for $1$-dimensional critical branching L\'{e}vy process},
  author = {Haojie Hou and Yan-Xia Ren and Renming Song},
  journal= {arXiv preprint arXiv:2410.10066},
  year   = {2024}
}

Comments

36 pages

R2 v1 2026-06-28T19:19:51.554Z