Brillinger type mixing conditions for a simple branching diffusion process

R. Kulperger

Stochastic Processes and their Applications, 1979, vol. 9, issue 1, 55-66

Abstract: A simple branching diffusion process is described. Formulae for intensity functions and factorial cumulant density functions at several times are given. Mixing conditions in terms of integrals of these cumulants are defined and proven for this stochastic evolutionary point process. The mixing conditions then allow a spatial central limit theorem and a strong law of large numbers to be easily obtained.

Keywords: Branching; diffusion; SLLN; intensity; functions; CLT; cumulants; mixing (search for similar items in EconPapers)
Date: 1979
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