A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System

Abstract

The problem of convergence in distribution of a large class of generalized semimartingales to a continuous process is considerably simplified by a recent theorem of Aldous [1], in conjunction with a result of Cremers and Kadelka [3] on convergence of integral functional, and the results of Mitoma [15] and Fouque [8] for generalized processes. We will give a convenient convergence criterion in this setting. The proof amounts to a direct combination of the results of the abovementioned authors, requiring only a minor extension (of a special case) of the theorem of Cremers and Kadelka.