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 language | English (US) |
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Pages (from-to) | 428-457 |
Number of pages | 30 |
Journal | Stochastic Processes and their Applications |
Volume | 125 |
Issue number | 2 |
DOIs | |
State | Published - Feb 2015 |
Keywords
- Central limit theorem
- Excursion measures of superprocesses
- Supercritical superprocess
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics