Article,

Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence

, , and .
Stochastic Processes and their Applications, 116 (1): 1 - 18 (2006)
DOI: 10.1016/j.spa.2005.07.002

Abstract

We give a functional limit theorem for the fluctuations of the rescaled occupation time process of a critical branching particle system in R d with symmetric $\alpha$-stable motion and $< d < 2 \alpha$, which leads to a long-range dependence process involving sub-fractional Brownian motion. We also give an analogous result for the system without branching and $d < \alpha$ , which involves fractional Brownian motion. We use a space–time random field approach.

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