Gaussian fluctuation for spatial average of super-Brownian motion
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Title: |
Gaussian fluctuation for spatial average of super-Brownian motion |
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Speaker: |
蒲飞 博士，北京师范大学数学科学学院 |
| Inviter: |
赵国焕 副研究员 |
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Time & Venue: |
2022.5.11 15:00 腾讯会议号：797-266-281 |
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Abstract: |
Let $\{u(t, x)\}_{(t,x)\in\mathbb{R}_+\times \mathbb{R}}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $N\to\infty$, the normalized spatial integral $N^{-1/2}\int_0^{Nx}[u(t, z)-1]\mathrm{d}z$ converges jointly in $(t, x)$ to Brownian sheet in distribution. This is based on joint work with Zenghu Li. |
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