Longtime behavior for the occupation time process of a super-Brownian motion with random immigration

Longtime behavior for the occupation time of a super-Brownian motion with immigration governed by the trajectory of another super-Brownian motion is considered. Central limit theorems are obtained for dimensions d[greater-or-equal, slanted]3 that lead to some Gaussian random fields: for 3[less-than-or-equals, slant]d[less-than-or-equals, slant]5, the field is spatially uniform, which is caused by the randomness of the immigration branching; for d[greater-or-equal, slanted]7, the covariance of the limit field is given by the potential operator of the Brownian motion, which is caused by the randomness of the underlying branching; and for d=6, the limit field involves a mixture of the two kinds of fluctuations. Some extensions are made in higher dimensions. An ergodic theorem is proved as well for dimension d=2, which is characterized by an evolution equation.