一类带移民超α-对称稳定过程的中心极限定理  

Central Limit Theorem for a Class of Super α-Symmetric Stable Processes with Immigration

作　　者：王喜军[1] 

机构地区：[1]北京师范大学数学科学学院,北京100875

出　　处：《应用概率统计》2008年第1期63-72,共10页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金(10121101)．

摘　　要：证明一类带移民超α-对称稳定过程及其占位时过程在各种维数下的中心极限定理,得到了它们的中心化过程均依分布收敛于S′(R^d)值的中心型高斯随机变量.In this paper, we prove two central limit theorems for a class of super α-symmetric stable processes with immigration and its occupation time processes, where the immigration is determined by the Lebesgue measure λ. The distributions of their renormalized processes converge as t →＋∝ to those of centered Gaussian variables in S^1（R^d）.

关 键 词：中心极限定理 超α-对称稳定过程 移民 点位时过程 

分 类 号：O211.4[理学—概率论与数理统计]