Central limit theorems for supercritical superprocesses

Yan Xia Ren, Renming Song, Rui Zhang

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in Miłos̈ (2012) and Ren et al. (2014) for supercritical super Ornstein-Uhlenbeck processes. The advantage of this central limit theorem is that it allows us to characterize the limit Gaussian field. In the case of supercritical super Ornstein-Uhlenbeck processes with non-spatially dependent branching mechanisms, our central limit theorem reveals more independent structures of the limit Gaussian field.

Original languageEnglish (US)
Pages (from-to)428-457
Number of pages30
JournalStochastic Processes and their Applications
Volume125
Issue number2
DOIs
StatePublished - Feb 2015

Keywords

  • Central limit theorem
  • Excursion measures of superprocesses
  • Supercritical superprocess

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'Central limit theorems for supercritical superprocesses'. Together they form a unique fingerprint.

Cite this