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A strong law of large numbers for super-stable processes

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  • Kouritzin, Michael A.
  • Ren, Yan-Xia

Abstract

Let ℓ be Lebesgue measure and X=(Xt,t≥0;Pμ) be a supercritical, super-stable process corresponding to the operator −(−Δ)α/2u+βu−ηu2 on Rd with constants β,η>0 and α∈(0,2]. Put Wˆt(θ)=e(|θ|α−β)tXt(e−iθ⋅), which for each smallθ is an a.s. convergent complex-valued martingale with limit Wˆ(θ) say. We establish for any starting finite measure μ satisfying ∫Rd|x|μ(dx)<∞ that td/αXteβt→cαWˆ(0)ℓPμ-a.s. in a topology, termed the shallow topology, strictly stronger than the vague topology yet weaker than the weak topology, where cα>0 is a known constant. This result can be thought of as an extension to a class of superprocesses of Watanabe’s strong law of large numbers for branching Markov processes.

Suggested Citation

  • Kouritzin, Michael A. & Ren, Yan-Xia, 2014. "A strong law of large numbers for super-stable processes," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 505-521.
    • Handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:505-521
    DOI: 10.1016/j.spa.2013.08.009
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    References listed on IDEAS

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    1. Blount, Douglas & Kouritzin, Michael A., 2010. "On convergence determining and separating classes of functions," Stochastic Processes and their Applications, Elsevier, vol. 120(10), pages 1898-1907, September.
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    Cited by:

    1. Kouritzin, Michael A. & Lê, Khoa & Sezer, Deniz, 2019. "Laws of large numbers for supercritical branching Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3463-3498.
    2. Liu, Rongli & Ren, Yan-Xia & Song, Renming, 2022. "Convergence rate for a class of supercritical superprocesses," Stochastic Processes and their Applications, Elsevier, vol. 154(C), pages 286-327.
    3. Palau, Sandra & Yang, Ting, 2020. "Law of large numbers for supercritical superprocesses with non-local branching," Stochastic Processes and their Applications, Elsevier, vol. 130(2), pages 1074-1102.

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