SUPER FRACTIONAL BROWNIAN-MOTION, FRACTIONAL SUPER BROWNIAN-MOTION AND RELATED SELF-SIMILAR (SUPER) PROCESSES

被引:2
|
作者
ADLER, RJ [1 ]
SAMORODNITSKY, G [1 ]
机构
[1] CORNELL UNIV,SCH OPERAT RES & IND ENGN,ITHACA,NY 14583
来源
ANNALS OF PROBABILITY | 1995年 / 23卷 / 02期
关键词
SELF-SIMILAR PROCESSES; FRACTIONAL BROWNIAN MOTION; SUPER PROCESS; HISTORICAL PROCESS;
D O I
10.1214/aop/1176988287
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 consider the full weak convergence, in appropriate function spaces, of systems of noninteracting particles undergoing critical branching and following a self-similar spatial motion with stationary increments. The limit processes are measure-valued, and are of the super and historical process type. In the case in which the underlying motion is that of a fractional Brownian motion, we obtain a characterization of the limit process as a kind of stochastic integral against the historical process of a Brownian motion defined on the full real line.
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页码:743 / 766
页数:24
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