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A Quenched CLT for Super-Brownian Motion with Random Immigration

Author

Listed:
  • Wenming Hong

    (Beijing Normal University)

  • Ofer Zeitouni

    (University of Minnesota
    Technion)

Abstract

A quenched central limit theorem is derived for the super-Brownian motion with super-Brownian immigration, in dimension d≥4. At the critical dimension d=4, the quenched and annealed fluctuations are of the same order but are not equal.

Suggested Citation

  • 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.
  • Handle: RePEc:spr:jotpro:v:20:y:2007:i:4:d:10.1007_s10959-007-0079-9
    DOI: 10.1007/s10959-007-0079-9
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    References listed on IDEAS

    as
    1. 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.
    2. Wenming Hong, 2003. "Large Deviations for the Super-Brownian Motion with Super-Brownian Immigration," Journal of Theoretical Probability, Springer, vol. 16(4), pages 899-922, October.
    3. Hong, Wenming, 2002. "Longtime behavior for the occupation time process of a super-Brownian motion with random immigration," Stochastic Processes and their Applications, Elsevier, vol. 102(1), pages 43-62, November.
    Full references (including those not matched with items on IDEAS)

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