A functional central limit theorem for spatial birth and death processes

Authors
Citation
Qi, Xin, A functional central limit theorem for spatial birth and death processes, Advances in applied probability , 40(2), 2008, pp. 759-797
ISSN journal
00018678
Volume
40
Issue
2
Year of publication
2008
Pages
759 - 797
Database
ACNP
SICI code
Abstract
We give a functional central limit theorem for spatial birth and death processes based on the representation of such processes as solutions of stochastic equations. For any bounded and integrable function in Euclidean space, we define a family of processes which is obtained by integrals of this function with respect to the centered and scaled spatial birth and death process with constant death rate. We prove that this family converges weakly to a Gaussian process as the scale parameter goes to infinity. We do not need the birth rates to have a finite range of interaction. Instead, we require that the birth rates have a range of interaction that decays polynomially. In order to show the convergence of the finite-dimensional distributions of the above processes, we extend Penrose's multivariate spatial central limit theorem. An example of the asymptotic normalities of the time-invariance estimators for the birth rates of spatial point processes is given.