孙鸿雁. 带随机移民分枝布朗运动在quenched概率下的中心极限定理[J]. 应用概率统计, 2018, 34(4): 381-398. DOI: 10.3969/j.issn.1001-4268.2018.04.004
引用本文: 孙鸿雁. 带随机移民分枝布朗运动在quenched概率下的中心极限定理[J]. 应用概率统计, 2018, 34(4): 381-398. DOI: 10.3969/j.issn.1001-4268.2018.04.004
SUN Hongyan. A Quenched CLT for Branching Brownian Motion with Random Immigration[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(4): 381-398. DOI: 10.3969/j.issn.1001-4268.2018.04.004
Citation: SUN Hongyan. A Quenched CLT for Branching Brownian Motion with Random Immigration[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(4): 381-398. DOI: 10.3969/j.issn.1001-4268.2018.04.004

带随机移民分枝布朗运动在quenched概率下的中心极限定理

A Quenched CLT for Branching Brownian Motion with Random Immigration

  • 摘要: 本文考虑当空间维数大于等于4时,带随机移民分枝布朗运动在quenched概率下的中心极限定理.与在annealed概率下的结果类似, 极限是高斯随机测度;但当空间维数等于4时, 高斯随机测度的协方差不同于annealed概率下的结果.

     

    Abstract: We establish a quenched central limit theorem (CLT) for the branching Brownian motion with random immigration in dimension d\geq4. The limit is a Gaussian random measure, which is the same as the annealed central limit theorem, but the covariance kernel of the limit is different from that in the annealed sense when d=4.

     

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