Skeleton Decomposition and Law of Large Numbers for Supercritical Superprocesses

Zhen Qing Chen, Yan Xia Ren, Ting Yang*

*Corresponding author for this work

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Abstract

The goal of this paper is twofold. First, we establish skeleton and spine decompositions for superprocesses whose underlying processes are general symmetric Hunt processes. Second, we use these decompositions to obtain weak and strong law of large numbers for supercritical superprocesses where the spatial motion is a symmetric Hunt process on a locally compact metric space E and the branching mechanism takes the form ψβ(x, λ) = − β(x) λ+ α(x) λ2+ ∫ (0 , ∞)(e λ y− 1 + λy) π(x, dy) with β∈ Bb(E) , α∈Bb+(E) and π being a kernel from E to (0 , ∞) satisfying sup x E(0 , ∞)(y∧ y2) π(x, dy) < ∞. The limit theorems are established under the assumption that an associated Schrödinger operator has a spectral gap. Our results cover many interesting examples of superprocesses, including super Ornstein-Uhlenbeck process and super stable-like process. The strong law of large numbers for supercritical superprocesses are obtained under the assumption that the strong law of large numbers for an associated supercritical branching Markov process holds along a discrete sequence of times, extending an earlier result of Eckhoff et al. (Ann. Probab. 43(5):2594–2659, 2015) for superdiffusions to a large class of superprocesses. The key for such a result is due to the skeleton decomposition of superprocess, which represents a superprocess as an immigration process along a supercritical branching Markov process.

Original languageEnglish
Pages (from-to)225-285
Number of pages61
JournalActa Applicandae Mathematicae
Volume159
Issue number1
DOIs
Publication statusPublished - 15 Feb 2019

Keywords

  • Law of large numbers
  • Skeleton decomposition
  • Spectral gap
  • Superprocesses
  • h-Transform

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Chen, Z. Q., Ren, Y. X., & Yang, T. (2019). Skeleton Decomposition and Law of Large Numbers for Supercritical Superprocesses. Acta Applicandae Mathematicae, 159(1), 225-285. https://doi.org/10.1007/s10440-018-0190-1