English

Strong law of large numbers for supercritical superprocesses under second moment condition

Probability 2015-02-10 v3

Abstract

Suppose that X={Xt,t0}X=\{X_t, t\ge 0\} is a supercritical superprocess on a locally compact separable metric space (E,m)(E, m). Suppose that the spatial motion of XX is a Hunt process satisfying certain conditions and that the branching mechanism is of the form ψ(x,λ)=a(x)λ+b(x)λ2+(0,+)(eλy1+λy)n(x,dy),xE,λ>0, \psi(x,\lambda)=-a(x)\lambda+b(x)\lambda^2+\int_{(0,+\infty)}(e^{-\lambda y}-1+\lambda y)n(x,dy), \quad x\in E, \quad\lambda> 0, where aBb(E)a\in \mathcal{B}_b(E), bBb+(E)b\in \mathcal{B}_b^+(E) and nn is a kernel from EE to (0,)(0,\infty) satisfying supxE0y2n(x,dy)<. \sup_{x\in E}\int_0^\infty y^2 n(x,dy)<\infty. Put Ttf(x)=Pδx<f,Xt>T_tf(x)=\mathbb{P}_{\delta_x}< f,X_t>. Let λ0>0\lambda_0>0 be the largest eigenvalue of the generator LL of TtT_t, and ϕ0\phi_0 and ϕ^0\hat{\phi}_0 be the eigenfunctions of LL and L^\hat{L} (the dural of LL) respectively associated with λ0\lambda_0. Under some conditions on the spatial motion and the ϕ0\phi_0-transformed semigroup of TtT_t, we prove that for a large class of suitable functions ff, we have limteλ0t<f,Xt>=WEϕ^0(y)f(y)m(dy),Pμa.s., \lim_{t\rightarrow\infty}e^{-\lambda_0 t}< f, X_t> = W_\infty\int_E\hat{\phi}_0(y)f(y)m(dy),\quad \mathbb{P}_{\mu}{-a.s.}, for any finite initial measure μ\mu on EE with compact support, where WW_\infty is the martingale limit defined by W:=limteλ0t<ϕ0,Xt>W_\infty:=\lim_{t\to\infty}e^{-\lambda_0t}< \phi_0, X_t>. Moreover, the exceptional set in the above limit does not depend on the initial measure μ\mu and the function ff.

Keywords

Cite

@article{arxiv.1502.01426,
  title  = {Strong law of large numbers for supercritical superprocesses under second moment condition},
  author = {Zhen-Qing Chen and Yan-Xia Ren and Renming Song and Rui Zhang},
  journal= {arXiv preprint arXiv:1502.01426},
  year   = {2015}
}