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A Central Limit Theorem for Branching Brownian Motion with Random Immigration 被引量:1

A Central Limit Theorem for Branching Brownian Motion with Random Immigration
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摘要 We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit. We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.
作者 Hong Yan SUN
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2014年第1期69-78,共10页 数学学报(英文版)
基金 Supported by National Natural Science Foundation of China(Grant Nos.11131003 and 11201068) 985-Project
关键词 Branching Brownian motion random immigration central limit theorem occupation time Branching Brownian motion random immigration central limit theorem occupation time
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