A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System
Canadian journal of mathematics, Tome 43 (1991) no. 5, pp. 985-997

Voir la notice de l'article provenant de la source Cambridge University Press

The problem of convergence in distribution of a large class of generalized semimartingales to a continuous process is considerably simplified by a recent theorem of Aldous [1], in conjunction with a result of Cremers and Kadelka [3] on convergence of integral functional, and the results of Mitoma [15] and Fouque [8] for generalized processes. We will give a convenient convergence criterion in this setting. The proof amounts to a direct combination of the results of the abovementioned authors, requiring only a minor extension (of a special case) of the theorem of Cremers and Kadelka.
DOI : 10.4153/CJM-1991-055-2
Mots-clés : 60F17, 60G20, 60J80
Fernández, Begoña; Gorostiza, Luis G. A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System. Canadian journal of mathematics, Tome 43 (1991) no. 5, pp. 985-997. doi: 10.4153/CJM-1991-055-2
@article{10_4153_CJM_1991_055_2,
     author = {Fern\'andez, Bego\~na and Gorostiza, Luis G.},
     title = {A {Criterion} of {Convergence} of {Generalized} {Processes} and an {Application} to a {Supercritical} {Branching} {Particle} {System}},
     journal = {Canadian journal of mathematics},
     pages = {985--997},
     year = {1991},
     volume = {43},
     number = {5},
     doi = {10.4153/CJM-1991-055-2},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CJM-1991-055-2/}
}
TY  - JOUR
AU  - Fernández, Begoña
AU  - Gorostiza, Luis G.
TI  - A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System
JO  - Canadian journal of mathematics
PY  - 1991
SP  - 985
EP  - 997
VL  - 43
IS  - 5
UR  - http://geodesic.mathdoc.fr/articles/10.4153/CJM-1991-055-2/
DO  - 10.4153/CJM-1991-055-2
ID  - 10_4153_CJM_1991_055_2
ER  - 
%0 Journal Article
%A Fernández, Begoña
%A Gorostiza, Luis G.
%T A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System
%J Canadian journal of mathematics
%D 1991
%P 985-997
%V 43
%N 5
%U http://geodesic.mathdoc.fr/articles/10.4153/CJM-1991-055-2/
%R 10.4153/CJM-1991-055-2
%F 10_4153_CJM_1991_055_2

[1] 1. Aldous, D., Stopping times and tightness, II, Ann. Probab. 17 (1989), 586–595. Google Scholar

[2] 2. Bojdecki, T. and Gorostiza, L.G., Langevin equations for S’-valued Gaussian processes and fluctuation limits of infinite particle systems, Probab. Th. Rel. Fields 73 (1986), 227–244. Google Scholar

[3] 3. Cremers, H. and Kadelka, D., On weak convergence of integral functions of stochastic processes with applications to processes taking paths in Lp, Stoch. Proc. Appl. 21 (1986), 305–317. Google Scholar

[4] 4. Dawson, D.A. and Gorostiza, L.G., Limit theorems for supercritical branching random fields, Math. Nachr. 118 (1984), 19–46. Google Scholar

[5] 5. Dawson, D.A. and Gorostiza, L.G., Generalized solutions of a class of nuclear space valued stochastic evolution equations, Appl. Math. Optim. 22 (1990), 241–263. Google Scholar

[6] 6. Ethier, S.N. and Kurtz, T.G., Markov Processes. Characterization and Convergence. Wiley, New York, 1986. Google Scholar

[7] 7. Fernández, B. and Gorostiza, L.G., Convergence of generalized semimartingales to a continuous process. (Preprint). Google Scholar

[8] 8. Fouque, J.P., La convergence en loi pour les processus a valeurs dans un espace nucléaire, Ann. Inst. H. Poincaré, Sect. B,(3) 22 (1984), 225–245. Google Scholar

[9] 9. Gorostiza, L.G., Limites gaussiennespour les champs aléatoires ramifies supercritiques, in “Aspects statistiques et aspects physiques des processus gaussiens”, 385–398. Editions du CNRS, Paris, 1981. Google Scholar

[10] 10. Gorostiza, L.G., limit theorems for supercritical branching random fields with immigration, (Tech. Rep. 64, Lab. Res. Stat. Probab. Carleton Univ., 1985), Adv. Appl. Math. 9 (1988), 56–86. Google Scholar

[11] 11. Gorostiza, L.G. and Kaplan, N., Invariance principle for branching random motions, Bol. Soc. Mat. Mex., 25 (1980), 63–86. Google Scholar

[12] 12. Jakubowski, A., On the Skorokhodtopology, Ann. Inst. H. Poincaré, Sect. B(3) 22 (1986), 263–285. Google Scholar

[13] 13. López-Mimbela, J.A., Teoremas limites para campos aleatorios ramificados multitipo. Doctoral thesis, Departamento de Matemâticas, CDSfVESTAV, 1989. Google Scholar

[14] 14. Mitoma, I., On the norm continuity of S'-valued Gaussian processes, Nagoya Math. J. 82 (1981), 209–220. Google Scholar

[15] 15. Mitoma, I., Tightness of probabilities in C([0,1],5’) and D([0,1],), Ann. Probab. 11 (1983), 989–999. Google Scholar

Cité par Sources :