Abstract
Suppose that X={X t :t≥0} is a supercritical super Ornstein-Uhlenbeck process, that is, a superprocess with an Ornstein-Uhlenbeck process on \(\mathbb{R}^{d}\) corresponding to \(L=\frac{1}{2}\sigma^{2}\Delta-b x\cdot\nabla\) as its underlying spatial motion and with branching mechanism ψ(λ)=−αλ+βλ 2+∫(0,+∞)(e −λx−1+λx)n(dx), where α=−ψ′(0+)>0, β≥0, and n is a measure on (0,∞) such that ∫(0,+∞) x 2 n(dx)<+∞. Let \(\mathbb{P} _{\mu}\) be the law of X with initial measure μ. Then the process W t =e −αt∥X t ∥ is a positive \(\mathbb{P} _{\mu}\)-martingale. Therefore there is W ∞ such that W t →W ∞, \(\mathbb{P} _{\mu}\)-a.s. as t→∞. In this paper we establish some spatial central limit theorems for X.
Let \(\mathcal{P}\) denote the function class
For each \(f\in\mathcal{P}\) we define an integer γ(f) in term of the spectral decomposition of f. In the small branching rate case α<2γ(f)b, we prove that there is constant \(\sigma_{f}^{2}\in (0,\infty)\) such that, conditioned on no-extinction,
where W ∗ has the same distribution as W ∞ conditioned on no-extinction and \(G_{1}(f)\sim \mathcal{N}(0,\sigma_{f}^{2})\). Moreover, W ∗ and G 1(f) are independent. In the critical rate case α=2γ(f)b, we prove that there is constant \(\rho_{f}^{2}\in (0,\infty)\) such that, conditioned on no-extinction,
where W ∗ has the same distribution as W ∞ conditioned on no-extinction and \(G_{2}(f)\sim \mathcal{N}(0, \rho_{f}^{2})\). Moreover W ∗ and G 2(f) are independent. We also establish two central limit theorems in the large branching rate case α>2γ(f)b.
Our central limit theorems in the small and critical branching rate cases sharpen the corresponding results in the recent preprint of Miłoś in that our limit normal random variables are non-degenerate. Our central limit theorems in the large branching rate case have no counterparts in the recent preprint of Miłoś. The main ideas for proving the central limit theorems are inspired by the arguments in K. Athreya’s 3 papers on central limit theorems for continuous time multi-type branching processes published in the late 1960’s and early 1970’s.
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Acknowledgements
We thank Zenghu Li and the two referees for helpful comments on the first version of this paper.
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Y.-X. Ren research was supported by NSFC (Grant No. 10871103 and 10971003) and Specialized Research Fund for the Doctoral Program of Higher Education.
R. Song research was supported in part by a grant from the Simons Foundation (208236).
R. Zhang was supported by the China Scholarship Council.
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Ren, YX., Song, R. & Zhang, R. Central Limit Theorems for Super Ornstein-Uhlenbeck Processes. Acta Appl Math 130, 9–49 (2014). https://doi.org/10.1007/s10440-013-9837-0
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DOI: https://doi.org/10.1007/s10440-013-9837-0
Keywords
- Central limit theorem
- Backbone decomposition
- Superprocess
- Super Ornstein-Uhlenbeck process
- Branching process
- Branching Ornstein-Uhlenbeck process
- Ornstein-Uhlenbeck process