We give a functional limit theorem for the fluctuations of the rescaled occupation time process of a critical branching particle system in R d with symmetric $\alpha$-stable motion and $< d < 2 \alpha$, 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.(more)
Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 Bojdecki20061
%A Bojdecki, T.
%A Gorostiza, L.G.
%A Talarczyk, A.
%D 2006
%J Stochastic Processes and their Applications
%K Gaussian_processes limit_theorems particle_systems branching_processes
%N 1
%P 1 - 18
%R 10.1016/j.spa.2005.07.002
%T Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence
%U http://www.sciencedirect.com/science/article/pii/S0304414905001043
%V 116
%X We give a functional limit theorem for the fluctuations of the rescaled occupation time process of a critical branching particle system in R d with symmetric $\alpha$-stable motion and $< d < 2 \alpha$, 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.
@article{Bojdecki20061,
abstract = {We give a functional limit theorem for the fluctuations of the rescaled occupation time process of a critical branching particle system in R d 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.},
added-at = {2012-08-31T03:37:44.000+0200},
author = {Bojdecki, T. and Gorostiza, L.G. and Talarczyk, A.},
biburl = {https://www.bibsonomy.org/bibtex/20f4786db405d09ed5e112d5f6f4e8cfe/peter.ralph},
doi = {10.1016/j.spa.2005.07.002},
interhash = {a2129b34fb0186591007f605e720ccaa},
intrahash = {0f4786db405d09ed5e112d5f6f4e8cfe},
issn = {0304-4149},
journal = {Stochastic Processes and their Applications},
keywords = {Gaussian_processes limit_theorems particle_systems branching_processes},
number = 1,
pages = {1 - 18},
timestamp = {2013-03-01T22:31:59.000+0100},
title = {Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence},
url = {http://www.sciencedirect.com/science/article/pii/S0304414905001043},
volume = 116,
year = 2006
}