Fluctuations of a super-Brownian motion with randomly controlled immigration

We study the fluctuations around the mean of a super-Brownian motion with immigration controlled by the trajectory of a stationary immigration process. The main result is a central limit theorem which holds for all dimensions and leads to some Gaussian random fields.

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Year of publication:	2001
Authors:	Hong, Wenming ; Li, Zenghu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 3, p. 285-291
Publisher:	Elsevier
Keywords:	Super-Brownian motion Immigration Stationary process Central limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319647