Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence
We give a functional limit theorem for the fluctuations of the rescaled occupation time process of a critical branching particle system in with symmetric [alpha]-stable motion and [alpha]<d<2[alpha], which leads to a long-range dependence process involving sub-fractional Brownian motion. We also give an analogous result for the system without branching and d<[alpha], which involves fractional Brownian motion. We use a space-time random field approach.
Year of publication: |
2006
|
---|---|
Authors: | Bojdecki, T. ; Gorostiza, L.G. ; Talarczyk, A. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 116.2006, 1, p. 1-18
|
Publisher: |
Elsevier |
Keywords: | Functional limit theorem Occupation time fluctuation Branching particle system Distribution-valued Gaussian process Fractional Brownian motion Sub-fractional Brownian motion Long-range dependence |
Saved in:
Saved in favorites
Similar items by person
-
Bojdecki, T., (2006)
-
Occupation time limits of inhomogeneous Poisson systems of independent particles
Bojdecki, T., (2008)
-
Bojdecki, T., (2004)
- More ...