Moderate deviation for the super-Brownian motion with super-Brownian immigration
نویسنده
چکیده
Abstract. Moderate deviation principles are established in dimensions d ≥ 3 for the super Brownian motion with random immigration X t , where the immigration rate is governed by the trajectory of another super-Brownian motion %. It fills in the gap between the central limit theorem and the large deviation principles for this model which obtained by Hong & Li (1999) and Hong (2001).
منابع مشابه
Occupation Time Large Deviations for the Super-Brownian Motion with Random Immigration
The occupation time of a super Brownian motion with immigration governed by the trajectory of another super-Brownian motion is considered, a large deviation principle is obtained for dimension d ≥ 7.
متن کاملModerate deviations and functional LIL for super-Brownian motion
A moderate deviation principle and a Strassen type law of the iterated logarithm for the small-time propagation of super-Brownian motion are derived. Moderate deviation estimates which are uniform with respect to the starting point are developed in order to prove the law of the iterated logarithm. Our method also yields a functional central limit theorem.
متن کاملA quenched CLT for super-Brownian motion with random immigration
Super-Brownian motion with super-Brownian immigration (SBMSBI, for short), is a superprocess in random environment, where the environment is determined by an immigration process which is controlled by the trajectory of another super-Brownian motion. Many interesting limit properties for SBMSBI were described under the annealed probability ([H02], [H03], [HL99] and [Zh05]). In this paper, we stu...
متن کاملHeight process for super-critical continuous state branching process
We define the height process for super-critical continuous state branching processes with quadratic branching mechanism. It appears as a projective limit of Brownian motions with positive drift reflected at 0 and a > 0 as a goes to infinity. Then we extend the pruning procedure of branching processes to the super-critical case. This give a complete duality picture between pruning and size propo...
متن کاملAsymptotic Results for Super-brownian Motions and Semilinear Differential Equations
Limit laws for three-dimensional super-Brownian motion are derived, conditioned on survival up to a large time. A large deviation principle is proved for the joint behavior of occupation times and their difference. These are done via analyzing the generating function and exploiting a connection between probability and differential/integral equations.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2004