Wang Xijun. Central Limit Theorem for a Class of Super $\alpha$-Symmetric Stable Processes with Immigration[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 63-72.
Citation: Wang Xijun. Central Limit Theorem for a Class of Super $\alpha$-Symmetric Stable Processes with Immigration[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 63-72.

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

  • 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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