Hostname: page-component-cd9895bd7-fscjk Total loading time: 0 Render date: 2024-12-26T08:17:35.224Z Has data issue: false hasContentIssue false

Moderate deviation for super-Brownian Motion with super-Brownian immigration

Published online by Cambridge University Press:  14 July 2016

Wen-Ming Hong*
Affiliation:
Beijing Normal University
*
Postal address: Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China. Email address: [email protected]

Abstract

Moderate deviation principles are established in dimensions d ≥ 3 for super-Brownian motion with random immigration, where the immigration rate is governed by the trajectory of another super-Brownian motion. It fills in the gap between the central limit theorem and large deviation principles for this model which were obtained by Hong and Li (1999) and Hong (2001).

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 2002 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

Supported by the National Natunal Science Foundation of China (grants 10101005 and 10121101).

References

[1]. Dawson, D. A. (1977). The critical measure diffusion process, Z. Wahrscheinlichkeitsth. 40, 125145.CrossRefGoogle Scholar
[2]. Dawson, D. A. (1993). Measure-valued Markov processes. In École d’Été de Probabilités de Saint-Flour XXI—1991 (Lecture Notes Math. 1541), ed. Hennequin, P. L., Springer, Berlin, pp. 1260.Google Scholar
[3]. Dawson, D. A., and Fleischmann, K. (1997). A continuous super-Brownian motion in a super-Brownian medium. J. Theoret. Prob. 10, 213276.Google Scholar
[4]. Dawson, D. A., Gorostiza, L. G., and Li, Z.-H. (2002). Non local branching superprocesses and some related models. Acta Appl. Math. 74, 93112.Google Scholar
[5]. Dembo, A., and Zeitouni, O. (1998). Large Deviations Techniques and Applications. Springer, Berlin.Google Scholar
[6]. Dynkin, E. B. (1989). Superprocesses and their linear additive functionals. Trans. Amer. Math. Soc. 314, 255282.CrossRefGoogle Scholar
[7]. Ellis, R. S. (1985). Entropy, Large Deviations and Statistical Mechanics. Springer, New York.Google Scholar
[8]. Evans, S. N., and Perkins, P. A. (1994). Measure-valued branching diffusions with singular interactions. Canad. J. Math. 46, 120168.CrossRefGoogle Scholar
[9]. Gorostiza, L. G., and Lopez-Mimbela, J. A. (1990). The multitype measure branching process. Adv. Appl. Prob. 22, 4967.CrossRefGoogle Scholar
[10]. Hong, W. (2000). Ergodic theorem for the two-dimensional super-Brownian motion with super-Brownian immigration. Prog. Natural Sci. 10, 111116.Google Scholar
[11]. Hong, W. (2002). Longtime behavior for the occupation time process of a super-Brownian motion with random immigration. To appear in Stoch. Process. Appl. Stoch. Process. Appl. 102, 4362.CrossRefGoogle Scholar
[12]. Hong, W. (2001). Large deviations for super-Brownian motion with super-Brownian immigration. Submitted.Google Scholar
[13]. Hong, W.-M., and Li, Z.-H. (1999). A central limit theorem for the super-Brownian motion with super-Brownian immigration. J. Appl. Prob. 36, 12181224.Google Scholar
[14]. Iscoe, I. (1986). A weighted occupation time for a class of measure-valued critical branching Brownian motion. Prob. Theory Relat. Fields 71, 85116.CrossRefGoogle Scholar
[15]. Iscoe, I. (1986). Ergodic theory and a local occupation time for measure-valued critical branching Brownian motion. Stochastics 18, 197243.CrossRefGoogle Scholar
[16]. Lee, T. Y. (1993). Some limit theorems for super-Brownian motion and semilinear differential equations. Ann. Prob. 21, 979995.CrossRefGoogle Scholar
[17]. Li, Z.-H. (1992). A note on the multitype measure branching process. Adv. Appl. Prob. 24, 496498.Google Scholar
[18]. Wang, Z. K. (1990). Power series expansions of superprocesses. Acta Math. Sci. (Chinese) 10, 361364 (in Chinese).Google Scholar
[19]. Widder, D. V. (1941). The Laplace Transform. Princeton University Press.Google Scholar