TY - JOUR
T1 - Limit theorems for some critical superprocesses
AU - Ren, Yan Xia
AU - Song, Renming
AU - Zhang, Rui
N1 - Publisher Copyright:
© 2016 University of Illinois.
PY - 2015/3/1
Y1 - 2015/3/1
N2 - Let X = {Xt, t ≥ 0; Pμ} be a critical superprocess starting from a finite measure μ. Under some conditions, we first prove that limt→∞ tPμ(∥Xt≠ = 0) = ν−1〈φ0, μ〉, where φ0 is the eigenfunction corresponding to the first eigenvalue of the infinitesimal generator L of the mean semigroup of X, and ν is a positive constant. Then we show that, for a large class of functions f, conditioning on ∥Xt≠ = 0, t−1〈f, Xt〉 converges in distribution to 〈f, ψ0〉mW, where W is an exponential random variable, and ψ0 is the eigenfunction corresponding to the first eigenvalue of the dual of L. Finally, if 〈f, ψ0〉m = 0, we prove that, conditioning on ∥Xt∥ = 0, (t−1〈φ0, Xt〉, t−1/2〈f, Xt〉) converges in distribution to (W, G(f) √ W), where G(f) ∼ N (0, σ2f) is a normal random variable, and W and G(f) are independent.
AB - Let X = {Xt, t ≥ 0; Pμ} be a critical superprocess starting from a finite measure μ. Under some conditions, we first prove that limt→∞ tPμ(∥Xt≠ = 0) = ν−1〈φ0, μ〉, where φ0 is the eigenfunction corresponding to the first eigenvalue of the infinitesimal generator L of the mean semigroup of X, and ν is a positive constant. Then we show that, for a large class of functions f, conditioning on ∥Xt≠ = 0, t−1〈f, Xt〉 converges in distribution to 〈f, ψ0〉mW, where W is an exponential random variable, and ψ0 is the eigenfunction corresponding to the first eigenvalue of the dual of L. Finally, if 〈f, ψ0〉m = 0, we prove that, conditioning on ∥Xt∥ = 0, (t−1〈φ0, Xt〉, t−1/2〈f, Xt〉) converges in distribution to (W, G(f) √ W), where G(f) ∼ N (0, σ2f) is a normal random variable, and W and G(f) are independent.
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U2 - 10.1215/ijm/1455203166
DO - 10.1215/ijm/1455203166
M3 - Article
AN - SCOPUS:84957889050
SN - 0019-2082
VL - 59
SP - 235
EP - 276
JO - Illinois Journal of Mathematics
JF - Illinois Journal of Mathematics
IS - 1
ER -