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arXiv · 1007.1719

CLT for U-statistics of Ornstein-Uhlenbeck branching particle system with small branching rate

Radosław Adamczak·Piotr Miłoś
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Abstract

In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in R^d and undergoing a binary, supercritical branching with a constant rate λ>0. This system is known to fulfil a law of large numbers (under exponential scaling). In the paper we prove the corresponding central limit theorem. Moreover, in the second part of the paper we consider U-statistics of the system, for which, under mild assumptions, we prove a law of large numbers and a central limit theorem. The limits are expressed in terms of multiple stochastic integrals with respect to a random Gaussian measure. The second order behaviour depends qualitatively on the growth rate of the system. In this paper we concentrate on the case when the growth rate is relatively small comparing to smoothing properties of particles' movement.

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Radosław Adamczak, Piotr Miłoś. 2011-11-22. CLT for U-statistics of Ornstein-Uhlenbeck branching particle system with small branching rate. https://doi.org/10.1007/s10959-013-0503-2

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