Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Law of large numbers for superdiffusions: The non-ergodic case

János Engländer
Source: Ann. Inst. H. Poincaré Probab. Statist. Volume 45, Number 1 (2009), 1-6.

Abstract

In previous work of D. Turaev, A. Winter and the author, the Law of Large Numbers for the local mass of certain superdiffusions was proved under an ergodicity assumption. In this paper we go beyond ergodicity, that is we consider cases when the scaling for the expectation of the local mass is not purely exponential. Inter alia, we prove the analog of the Watanabe–Biggins LLN for super-Brownian motion.

Résumé

Dans un travail précédent, l’auteur, D. Turaev et A. Winter, ont prouvé la Loi des Grand Nombres pour la masse locale de certaines diffusions sous une hypothèse d’ergodicité. Dans cet article nous allons au delà de l’ergodicité, plus précisement nous considérons des cas où le scaling de l’espérance de la masse locale n’est pas purement exponentiel. Entre autres, nous prouvons l’analogue de la LGN de Watanabe–Biggins pour le super mouvement brownien.

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Primary Subjects: 60J60, 60J80
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aihp/1234469969
Digital Object Identifier: doi:10.1214/07-AIHP156
Mathematical Reviews number (MathSciNet): MR2500226
Zentralblatt MATH identifier: 1172.60022

References

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Project Euclid: euclid.aop/1176989921
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Project Euclid: euclid.aop/1022677383
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Project Euclid: euclid.aop/1023481006
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Project Euclid: euclid.aop/1176987801
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Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

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