• 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