Local properties for $1$-dimensional critical branching Lévy process

Abstract

Consider a one dimensional critical branching Lévy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $α$-stable distribution with $α\in (1, 2)$, and that the underlying Lévy process $(ξ_t)_{t\geq 0}$ is non-lattice and has finite $2+δ^*$ moment for some $δ^*>0$. We first prove that $$t^{\frac{1}{α-1}}\left(1- \mathbb{E}_{\sqrt{t}y}\left(\exp\left\{-\frac{1}{t^{\frac{1}{α-1}-\frac{1}{2}}}\int h(x) Z_t(\mathrm{d}x) -\frac{1}{t^{\frac{1}{α-1}}} \int g\left(\frac{x}{\sqrt{t}}\right)Z_t(\mathrm{d}x)\right\}\right)\right)$$ converges as $t\to\infty$ for any non-negative bounded Lipschtitz function $g$ and any non-negative directly Riemann integrable function $h$ of compact support. Then for any $y\in \R$ and bounded Borel set of positive Lebesgue measure with its boundary having zero Lebesgue measure, under a higher moment condition on $ξ$, we find the decay rate of the probability $\mathbb {P}_{\sqrt{t}y}(Z_t(A)>0)$. As an application, we prove some convergence results for $Z_t$ under the conditional law $\mathbb {P}_{\sqrt{t}y}(\cdot| Z_t(A)>0).$

Theorems & Definitions (24)

• Lemma 1.1
• Theorem 1.2
• Remark 1.3
• Theorem 1.4
• Remark 1.5
• Theorem 1.6
• Remark 1.7
• Lemma 2.1
• Lemma 2.2
• Remark 2.3