Functional central limit theorem for super α-stable processes
A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion.
Keywordssuper α-stable processes occupation time central limit theorem evolution equation
Unable to display preview. Download preview PDF.
- 9.Zöhle, I., Functional central limit theorem for branching random walks, Workshop on Spatially Distributed and Hierarchically Structured Stochastic Systems, Montreal, 2002.Google Scholar
- 10.Dawson, D. A., Measure-valued Markov processes, in Lect. Notes Math., Berlin: Springer-Verlag, 1993, 1541: 1–260.Google Scholar