典型文献
Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes,Ⅱ
文献摘要:
This paper is a continuation of our recent paper (Electron.J.Probab.,24(141),(2019)) and is devoted to the asymptotic behavior of a class of supercritical super Ornstein-Uhlenbeck processes(Xt)t≥0 with branching mechanisms of infinite second moments.In the aforementioned paper,we proved stable central limit theorems for Xt(f) for some functions f of polynomial growth in three different regimes.However,we were not able to prove central limit theorems for Xt(f) for all functions f of polynomial growth.In this note,we show that the limiting stable random variables in the three different regimes are independent,and as a consequence,we get stable central limit theorems for Xt(f)for all functions f of polynomial growth.
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作者姓名:
Yan Xia REN;Ren Ming SONG;Zhen Yao SUN;Jian Jie ZHAO
作者机构:
LMAM School of Mathematical Sciences & Center for Statistical Science,Peking University,Beijing 100871,P.R.China;Department of Mathematics,University of Illinois at Urbana-Champaign,Urbana,IL 61801,USA;School of Mathematics and Statistics,Wuhan University,Wuhan 430072,P.R.China;The Faculty of Industrial Engineering and Management,Technion,Haifa 3200003,Israel;School of Mathematical Sciences,Peking University,Beijing 100871,P.R.China
文献出处:
引用格式:
[1]Yan Xia REN;Ren Ming SONG;Zhen Yao SUN;Jian Jie ZHAO-.Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes,Ⅱ)[J].数学学报(英文版),2022(03):487-498
A类:
Probab,Xt
B类:
Stable,Central,Limit,Theorems,Super,Ornstein,Uhlenbeck,Processes,This,paper,continuation,our,recent,Electron,devoted,asymptotic,behavior,class,supercritical,processes,branching,mechanisms,infinite,second,moments,In,aforementioned,proved,stable,central,theorems,some,functions,polynomial,growth,three,different,regimes,However,were,all,this,note,show,that,limiting,random,variables,are,independent,consequence,get
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0.503188
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