LAW OF LARGE NUMBERS FOR BRANCHING BROWNIAN MOTION

  • Published : 1999.01.01

Abstract

Consider a supercritical Bellman-Harris process evolving from one particle. We superimpose on this process the additional structure of movement. A particle whose parent was at x at its time of birth moves until it dies according to a given Markov process X starting at x. The motions of different particles are assumed independent. In this paper we show that when the movement process X is standard Brownian the proportion of particles with position $\leq${{{{ SQRT { t} }}}} b and age$\leq$a tends with probability 1 to A(a)$\Phi$(b) where A(.) and $\Phi$(.) are the stable age distribution and standard normal distribution, respectively. We also extend this result to the case when the movement process is a Levy process.

Keywords

References

  1. Stochastic Processes and Their Applications v.4 Branching random walks Ⅱ Asmussen, S.;Kaplan, N.
  2. Advenaces in Applied Probability o appear v.Ⅰ Some limit theorems for positive recurrent branching Markov chains Athreya, K. B.;Kang, H-J.
  3. Annals of Probability v.4 Convergence of the age-distribution in the one-dimensional age-dependent branching processes Athreya, K. B;Kaplan, N.
  4. Advances in Probability v.5 Additive property and its applications in branching processes Athreya, K. B.;Kaplan, N.
  5. Branching Processes Athreya, K. B.;Ney, P.
  6. Z. Wahrscheinlichkeitsth v.57 On the convergence of supercritical general (C.M.J.) branching processes Nerman, O.