一类带移民超\alpha-对称稳定过程的中心极限定理

Central Limit Theorem for a Class of Super \alpha-Symmetric Stable Processes with Immigration

  • 摘要: 证明一类带移民超\alpha-对称稳定过程及其占位时过程在各种维数下的中心极限定理, 得到了它们的中心化过程均依分布收敛于\mathcalS'(\mathbbR^d)值的中心型高斯随机变量.

     

    Abstract: In this paper, we prove two central limit theorems for a class of super \alpha-symmetric stable processes with immigration and its occupation time processes, where the immigration is determined by the Lebesgue measure \lambda. The distributions of their renormalized processes converge as t\to+\infty to those of centered Gaussian variables in \mathcalS'(\mathbbR^d).

     

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