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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creator | Hou, Haojie Ren, Yan-Xia Song, Renming |
description | 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 $\mathbb {P}_{\sqrt{t}y}(\cdot|
Z_t(A)>0).$ |
doi_str_mv | 10.48550/arxiv.2410.10066 |
format | Article |
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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 $\mathbb {P}_{\sqrt{t}y}(\cdot|
Z_t(A)>0).$</description><identifier>DOI: 10.48550/arxiv.2410.10066</identifier><language>eng</language><subject>Mathematics - Probability</subject><creationdate>2024-10</creationdate><rights>http://creativecommons.org/licenses/by/4.0</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>228,230,776,881</link.rule.ids><linktorsrc>$$Uhttps://arxiv.org/abs/2410.10066$$EView_record_in_Cornell_University$$FView_record_in_$$GCornell_University$$Hfree_for_read</linktorsrc><backlink>$$Uhttps://doi.org/10.48550/arXiv.2410.10066$$DView paper in arXiv$$Hfree_for_read</backlink></links><search><creatorcontrib>Hou, Haojie</creatorcontrib><creatorcontrib>Ren, Yan-Xia</creatorcontrib><creatorcontrib>Song, Renming</creatorcontrib><title>Local properties for $1$-dimensional critical branching L\'{e}vy process</title><description>Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq
0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite
second moment or belongs to the domain of attraction to some $\alpha$-stable
distribution with $\alpha\in (1, 2)$, and that the underlying L\'{e}vy process
$(\xi_t)_{t\geq 0}$ is non-lattice and has finite $2+\delta^*$ moment for some
$\delta^*>0$. We first prove that $$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).$</description><subject>Mathematics - Probability</subject><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2024</creationdate><recordtype>article</recordtype><sourceid>GOX</sourceid><recordid>eNpjYJA0NNAzsTA1NdBPLKrILNMzMgEKGBoYmJlxMnj45Ccn5igUFOUXpBaVZKYWK6TlFymoGKropmTmpuYVZ-bnAaWTizJLMkHqkooS85IzMvPSFXxi1KtTa8sqQVqTU4uLeRhY0xJzilN5oTQ3g7yba4izhy7YzviCoszcxKLKeJDd8WC7jQmrAADFNDlh</recordid><startdate>20241013</startdate><enddate>20241013</enddate><creator>Hou, Haojie</creator><creator>Ren, Yan-Xia</creator><creator>Song, Renming</creator><scope>AKZ</scope><scope>GOX</scope></search><sort><creationdate>20241013</creationdate><title>Local properties for $1$-dimensional critical branching L\'{e}vy process</title><author>Hou, Haojie ; Ren, Yan-Xia ; Song, Renming</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-arxiv_primary_2410_100663</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2024</creationdate><topic>Mathematics - Probability</topic><toplevel>online_resources</toplevel><creatorcontrib>Hou, Haojie</creatorcontrib><creatorcontrib>Ren, Yan-Xia</creatorcontrib><creatorcontrib>Song, Renming</creatorcontrib><collection>arXiv Mathematics</collection><collection>arXiv.org</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Hou, Haojie</au><au>Ren, Yan-Xia</au><au>Song, Renming</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Local properties for $1$-dimensional critical branching L\'{e}vy process</atitle><date>2024-10-13</date><risdate>2024</risdate><abstract>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 $\mathbb {P}_{\sqrt{t}y}(\cdot|
Z_t(A)>0).$</abstract><doi>10.48550/arxiv.2410.10066</doi><oa>free_for_read</oa></addata></record> |
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subjects | Mathematics - Probability |
title | Local properties for $1$-dimensional critical branching L\'{e}vy process |
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