Article ID Journal Published Year Pages File Type
1155546 Stochastic Processes and their Applications 2015 30 Pages PDF
Abstract

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in Miłoś (2012) and Ren et al. (2014) for supercritical super Ornstein–Uhlenbeck processes. The advantage of this central limit theorem is that it allows us to characterize the limit Gaussian field. In the case of supercritical super Ornstein–Uhlenbeck processes with non-spatially dependent branching mechanisms, our central limit theorem reveals more independent structures of the limit Gaussian field.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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