Occupation time fluctuations of an infinite variance branching system in large dimensions

Details Occupation time fluctuations of an infinite variance branching system in large dimensions Occupation time fluctuations of an infinite variance branching system in large dimensions

2005-11-30

arxiv.org/abs/math/0511745v1

Bernoulli 13 (2007), no. 1, 20-39

Mathematics

Probability

18 pages

Scientific paper

10.3150/07-BEJ5170

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0alpha(1+beta)/beta. The fluctuation processes are continuous but their limits are stable processes with independent increments, which have jumps. The convergence is in the sense of finite-dimensional distributions, and also of space-time random fields (tightness does not hold in the usual Skorohod topology). The results are in sharp contrast with those for intermediate dimensions, alpha/beta < d < d(1+beta)/beta, where the limit process is continuous and has long range dependence (this case is studied by Bojdecki et al, 2005). The limit process is measure-valued for the critical dimension, and S'(R^d)-valued for large dimensions. We also raise some questions of interpretation of the different types of dimension-dependent results obtained in the present and previous papers in terms of properties of the particle system.

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