Title of article :
Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence
Author/Authors :
Tomasz Bojdecki، نويسنده , , T. and Gorostiza، نويسنده , , L.G. and Talarczyk، نويسنده , , A.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
18
From page :
1
To page :
18
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 α -stable motion and α < d < 2 α , 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 < α , which involves fractional Brownian motion. We use a space–time random field approach.
Keywords :
Branching particle system , Sub-fractional Brownian motion , Distribution-valued Gaussian process , long-range dependence , Functional limit theorem , Fractional Brownian motion , Occupation time fluctuation
Journal title :
Stochastic Processes and their Applications
Serial Year :
2006
Journal title :
Stochastic Processes and their Applications
Record number :
1577732
Link To Document :
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