English

Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes

Probability 2019-09-11 v2

Abstract

In this paper, we study the asymptotic behavior of a supercritical (ξ,ψ)(\xi,\psi)-superprocess (Xt)t0(X_t)_{t\geq 0} whose underlying spatial motion ξ\xi is an Ornstein-Uhlenbeck process on Rd\mathbb R^d with generator L=12σ2ΔbxL = \frac{1}{2}\sigma^2\Delta - b x \cdot \nabla where σ,b>0\sigma, b >0; and whose branching mechanism ψ\psi satisfies Grey's condition and some perturbation condition which guarantees that, when z0z\to 0, ψ(z)=αz+ηz1+β(1+o(1))\psi(z)=-\alpha z + \eta z^{1+\beta} (1+o(1)) with α>0\alpha > 0, η>0\eta>0 and β(0,1)\beta\in (0, 1). Some law of large numbers and (1+β)(1+\beta)-stable central limit theorems are established for (Xt(f))t0(X_t(f) )_{t\geq 0}, where the function ff 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 the branching rate being relatively small, large or critical at a balanced value.

Keywords

Cite

@article{arxiv.1903.03751,
  title  = {Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes},
  author = {Yan-Xia Ren and Renming Song and Zhenyao Sun and Jianjie Zhao},
  journal= {arXiv preprint arXiv:1903.03751},
  year   = {2019}
}
R2 v1 2026-06-23T08:02:55.149Z