Fluctuations of a super-Brownian motion with randomly controlled immigration

被引：2
|
作者：
Hong, WM
Li, ZH
机构：
[1] Fudan Univ, Inst Math, Shanghai 200433, Peoples R China
[2] Beijing Normal Univ, Dept Math, Beijing 100875, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2001年 / 51卷 / 03期
基金：
中国博士后科学基金; 中国国家自然科学基金;
关键词：
super-Brownian motion; immigration; stationary process; central limit theorem;
D O I：
10.1016/S0167-7152(00)00161-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the fluctuations around the mean of a super-Brownian motion with immigration controlled by the trajectory of a stationary immigration process. The main result is a central limit theorem which holds for all dimensions and leads to some Gaussian random fields. (C) 2001 Elsevier Science B.V. All rights reserved. MSC: primary 60J80; secondary 60F05.
引用
收藏
页码：285 / 291
页数：7
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