Mathematics – Probability
Scientific paper
2010-07-10
Mathematics
Probability
This paper was extended and divided into arXiv:1111.4559 and arXiv:1111.4560. Some computational errors were corrected
Scientific paper
In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in R^d and undergoing a binary, supercritical branching with a constant rate \lambda>0. This system is known to fulfil a law of large numbers (under exponential scaling). In the paper we prove the corresponding central limit theorem. Moreover, in the second part of the paper we consider U-statistics of the system, for which, under mild assumptions, we prove a law of large numbers and a central limit theorem. The limits are expressed in terms of multiple stochastic integrals with respect to a random Gaussian measure. The second order behaviour depends qualitatively on the growth rate of the system. In this paper we concentrate on the case when the growth rate is relatively small comparing to smoothing properties of particles' movement.
Adamczak Radosław
Miłoś Piotr
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