Skeleton decomposition and law of large numbers for supercritical superprocesses

DOI10.1007/S10440-018-0190-1zbMATH Open1408.60075arXiv1709.00847OpenAlexW2962895956WikidataQ114852436 ScholiaQ114852436MaRDI QIDQ1738311

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Publication date: 29 March 2019

Published in: (Search for Journal in Brave)

Abstract: The goal of this paper has two-folds. First, we establish skeleton and spine decompositions for superprocesses whose underlying processes are general symmetric Hunt processes. Second, we use these decompositions to obtain weak and strong law of large numbers for supercritical superprocesses where the spatial motion is a symmetric Hunt process on a locally compact metric space

E

and the branching mechanism takes the form

psi_{�eta}(x,lambda)=-�eta(x)lambda+alpha(x)lambda^{2}+int_{(0,{infty})}(e^{-lambda y}-1+lambda y)pi(x,dy)

with

,

a l p h a i n m a t h c a l B_{b}^{+} (E)

and

p i

being a kernel from

E

to

(0, i n f t y)

satisfying

s u p_{x i n E} i n t_{(0, i n f t y)} (y w e d g e y^{2}) p i (x, d y) < i n f t y

. The limit theorems are established under the assumption that an associated Schr"{o}dinger operator has a spectral gap. Our results cover many interesting examples of superprocesses, including super Ornstein-Uhlenbeck process and super stable-like process. The strong law of large numbers for supercritical superprocesses are obtained under the assumption that the strong law of large numbers for an associated supercritical branching Markov process holds along a discrete sequence of times, extending an earlier result of Eckhoff, Kyprianou and Winkel [Ann. Probab.,43(5), 2594--2659, 2015] for superdiffusions to a large class of superprocesses. The key for such a result is due to the skeleton decomposition of superprocess, which represents a superprocess as an immigration process along a supercritical branching Markov process.

Full work available at URL: https://arxiv.org/abs/1709.00847

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