Moment asymptotics for super-Brownian motions

Hu, Yaozhong, Wang, Xiong and Xia, Panqiu 2024. Moment asymptotics for super-Brownian motions. Bernoulli 30 (4) , 3119 - 3136. 10.3150/23-BEJ1708

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Abstract

In this paper, long-time and high-order moment asymptotics for super-Brownian motions (sBm’s) are studied. By using a moment formula for sBm’s (e.g. (Ann. Appl. Probab. 33 (2023) 3872–3915, Theorem 3.1)), precise upper and lower bounds for all positive integer moments at any time t > 0 of sBm’s for certain initial conditions are achieved. Then, the moment asymptotics as time goes to infinity or as the moment order goes to infinity follow immediately. Additionally, as an application of the two-sided moment bounds, the tail probability estimates of sBm’s are obtained.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Publisher:	Bernoulli Society for Mathematical Statistics and Probability
ISSN:	1350-7265
Date of First Compliant Deposit:	25 September 2024
Date of Acceptance:	8 December 2023
Last Modified:	15 Nov 2024 02:45
URI:	https://orca.cardiff.ac.uk/id/eprint/172373

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