Abstract
In this paper we first establish a decomposition theorem for size-biased Poisson random measures. As consequences of this decomposition theorem, we get a spine decomposition theorem and a 2-spine decomposition theorem for some critical superprocesses. Then we use these spine decomposition theorems to give probabilistic proofs of the asymptotic behavior of the survival probability and Yaglom’s exponential limit law for critical superprocesses.
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We thank the two referees for very helpful comments on the first version of this paper.
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Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
The research of Yan-Xia Ren is supported in part by NSFC (Grant Nos. 11671017 and 11731009), and LMEQF.
The research of Renming Song is supported in part by the Simons Foundation (#429343, Renming Song).
Zhenyao Sun is supported by the China Scholarship Council.
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Ren, YX., Song, R. & Sun, Z. Spine Decompositions and Limit Theorems for a Class of Critical Superprocesses. Acta Appl Math 165, 91–131 (2020). https://doi.org/10.1007/s10440-019-00243-7
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DOI: https://doi.org/10.1007/s10440-019-00243-7
Keywords
- Critical superprocess
- Size-biased Poisson random measure
- Spine decomposition
- 2-Spine decomposition
- Asymptotic behavior of the survival probability
- Yaglom’s exponential limit law
- Martingale change of measure