## Abstract

Suppose that X={X _{t} :t≥0} is a supercritical super Ornstein-Uhlenbeck process, that is, a superprocess with an Ornstein-Uhlenbeck process on R^{d} corresponding to L=1/2σ^{2}Δ-b x as its underlying spatial motion and with branching mechanism ψ(λ)=- αλ+βλ ^{2}+ ∫ (0,+∞) (e ^{-λx} -1+λx)n(dx), where α=-ψ(0+)>0, β≥0, and n is a measure on (0,∞) such that ∫ (0,+∞) x ^{2} n(dx)<+∞. Let Pμ be the law of X with initial measure μ. Then the process W _{t} =e ^{-αt} ∫ X _{t} is a positive Pμ -martingale. Therefore there is W _{∞} such that W _{t} w _{∞}, Pμ -a.s. as t∞. In this paper we establish some spatial central limit theorems for X. Let P denote the function class P:= {f C(R^{d}): there exists kεN such that |f(x)||x\|^{k} 0 as ||x||∞. For each f\in\mathcal{P} we define an integer γ(f) in term of the spectral decomposition of f. In the small branching rate case α<2γ(f)b, we prove that there is constant σ_{f}^{2} (0,∞) such that, conditioned on no-extinction, (e{-α t}|X-t|, ∼ f, X_{t}√|X_{t}| d→ (W*,G_{1}(f)), t → ∞ where W ^{*} has the same distribution as W _{∞} conditioned on no-extinction and G_{1} N0σ_{f}^{2}. Moreover, W ^{*} and G _{1}(f) are independent. In the critical rate case α=2γ(f)b, we prove that there is constant ρ_{f2}(0,∞) such that, conditioned on no-extinction, (e{-α t}|X-t|, ∼ f, X_{t}√|X_{t}| d→ (W*,G_{1}(f)), t → ∞ where W ^{*} has the same distribution as W _{∞} conditioned on no-extinction and G_{2}(f)∼ N_{0}, ρ _{f}^{2}. Moreover W ^{*} and G _{2}(f) are independent. We also establish two central limit theorems in the large branching rate case α>2γ(f)b. Our central limit theorems in the small and critical branching rate cases sharpen the corresponding results in the recent preprint of Miłoś in that our limit normal random variables are non-degenerate. Our central limit theorems in the large branching rate case have no counterparts in the recent preprint of Miłoś. The main ideas for proving the central limit theorems are inspired by the arguments in K. Athreya's 3 papers on central limit theorems for continuous time multi-type branching processes published in the late 1960's and early 1970's.

Original language | English (US) |
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Pages (from-to) | 9-49 |

Number of pages | 41 |

Journal | Acta Applicandae Mathematicae |

Volume | 130 |

Issue number | 1 |

DOIs | |

State | Published - Apr 2014 |

## Keywords

- Backbone decomposition
- Branching Ornstein-Uhlenbeck process
- Branching process
- Central limit theorem
- Ornstein-Uhlenbeck process
- Super Ornstein-Uhlenbeck process
- Superprocess

## ASJC Scopus subject areas

- Applied Mathematics