Local properties for $1$-dimensional critical branching L\'{e}vy process
Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable distribution with $\alpha\in (1, 2)$, and that the underlying...
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Zusammenfassung: | Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq
0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite
second moment or belongs to the domain of attraction to some $\alpha$-stable
distribution with $\alpha\in (1, 2)$, and that the underlying L\'{e}vy process
$(\xi_t)_{t\geq 0}$ is non-lattice and has finite $2+\delta^*$ moment for some
$\delta^*>0$. We first prove that $$t^{\frac{1}{\alpha-1}}\left(1-
\mathbb{E}_{\sqrt{t}y}\left(\exp\left\{-\frac{1}{t^{\frac{1}{\alpha-1}-\frac{1}{2}}}\int
h(x) Z_t(\mathrm{d}x) -\frac{1}{t^{\frac{1}{\alpha-1}}} \int
g\left(\frac{x}{\sqrt{t}}\right)Z_t(\mathrm{d}x)\right\}\right)\right)$$
converges as $t\to\infty$ for any non-negative bounded Lipschtitz function
$g$ and any non-negative directly Riemann integrable function $h$ of compact
support.
Then for any $y\in \R$ and bounded Borel set of positive Lebesgue measure
with its boundary having zero Lebesgue measure, under a higher moment condition
on $\xi$, we find the decay rate of the probability $\mathbb
{P}_{\sqrt{t}y}(Z_t(A)>0)$. As an application, we prove some convergence
results for $Z_t$ under the conditional law $\mathbb {P}_{\sqrt{t}y}(\cdot|
Z_t(A)>0).$ |
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DOI: | 10.48550/arxiv.2410.10066 |