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Functional Central Limit Theorem for the Super-Brownian Motion with Super-Brownian Immigration

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  • Mei Zhang

    (Beijing Normal University)

Abstract

The functional central limit theorems are proved for super-Brownian motion with immigration and their occupation time processes. For the lower dimensions, the limiting processes are Gaussian processes; For the critical dimension, the limiting processes consist of two ingredient processes of different types. Interestingly, for the higher dimensions, the limiting process for the occupation time process is of a new type.

Suggested Citation

  • Mei Zhang, 2005. "Functional Central Limit Theorem for the Super-Brownian Motion with Super-Brownian Immigration," Journal of Theoretical Probability, Springer, vol. 18(3), pages 665-685, July.
    • Handle: RePEc:spr:jotpro:v:18:y:2005:i:3:d:10.1007_s10959-005-7254-7
    DOI: 10.1007/s10959-005-7254-7
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    Cited by:

    1. Wenming Hong & Ofer Zeitouni, 2007. "A Quenched CLT for Super-Brownian Motion with Random Immigration," Journal of Theoretical Probability, Springer, vol. 20(4), pages 807-820, December.

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