Laws of large numbers for supercritical branching Gaussian processes
From MaRDI portal
Publication:2274308
DOI10.1016/J.SPA.2018.09.011zbMATH Open1422.60120arXiv1609.06701OpenAlexW2963553927WikidataQ129134321 ScholiaQ129134321MaRDI QIDQ2274308
Author name not available (Why is that?)
Publication date: 19 September 2019
Published in: (Search for Journal in Brave)
Abstract: A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in terms of particle motion/mutation. Long memory processes, like branching fractional Brownian motion and fractional Ornstein-Uhlenbeck processes with large Hurst parameters, as well as rough processes, like fractional processes with with smaller Hurst parameter, are included as important examples. General branching with second moments is allowed and moment measure techniques are utilized.
Full work available at URL: https://arxiv.org/abs/1609.06701
No records found.
No records found.
This page was built for publication: Laws of large numbers for supercritical branching Gaussian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2274308)
