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arxiv: 1310.5410 · v2 · pith:ALK2DUFDnew · submitted 2013-10-21 · 🧮 math.PR

Central Limit Theorems for Supercritical Superprocesses

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keywords limitcentralsupercriticaltheorembranchingdependentfieldgaussian
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In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in Mi{\l}o\'{s} (2012, arXiv:1203:6661) and Ren, Song and Zhang (2013, to appear in Acta Appl. Math., DOI 10.1007/s10440-013-9837-0) for supercritical super Ornstein-Uhlenbeck processes. The advantage of this central limit theorem is that it allows us to characterize the limit Gaussian field. In the case of supercritical super Ornstein-Uhlenbeck processes with non-spatially dependent branching mechanisms, our central limit theorem reveals more independent structures of the limit Gaussian field.

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