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
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
相关论文
共 50 条
  • [41] ON THE BOUNDARY OF THE SUPPORT OF SUPER-BROWNIAN MOTION
    Mueller, Carl
    Mytnik, Leonid
    Perkins, Edwin
    ANNALS OF PROBABILITY, 2017, 45 (6A): : 3481 - 3534
  • [42] The dimension of the boundary of super-Brownian motion
    Mytnik, Leonid
    Perkins, Edwin
    PROBABILITY THEORY AND RELATED FIELDS, 2019, 174 (3-4) : 821 - 885
  • [43] The multifractal structure of super-Brownian motion
    Perkins, EA
    Taylor, SJ
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1998, 34 (01): : 97 - 138
  • [44] Lattice trees and super-Brownian motion
    Derbez, E
    Slade, G
    CANADIAN MATHEMATICAL BULLETIN-BULLETIN CANADIEN DE MATHEMATIQUES, 1997, 40 (01): : 19 - 38
  • [45] The average density of super-Brownian motion
    Mörters, P
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2001, 37 (01): : 71 - 100
  • [46] On the martingale problem for super-Brownian motion
    Bass, RF
    Perkins, EA
    SEMINAIRE DE PROBABILITES XXXV, 2001, 1755 : 195 - 201
  • [47] Bessel Processes, the Brownian Snake and Super-Brownian Motion
    Le Gall, Jean-Francois
    IN MEMORIAM MARC YOR - SEMINAIRE DE PROBABILITES XLVII, 2015, 2137 : 89 - 105
  • [48] The biodiversity of catalytic super-Brownian motion
    Fleischmann, K
    Klenke, A
    ANNALS OF APPLIED PROBABILITY, 2000, 10 (04): : 1121 - 1136
  • [49] Thick points of super-Brownian motion
    Jochen Blath
    Peter Mörters
    Probability Theory and Related Fields, 2005, 131 : 604 - 630
  • [50] Kolmogorov's test for super-Brownian motion
    Dhersin, JS
    Le Gall, JF
    ANNALS OF PROBABILITY, 1998, 26 (03): : 1041 - 1056