Supercritical super-Brownian motion with a general branching mechanism and travelling waves

Supercritical super-Brownian motion with a general branching mechanism and travelling waves
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具有一般分支机制和行波的超临界超布朗运动

DOI:
10.1214/11-aihp448
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发表时间:
2010-05
期刊:
Annales de l’Institut Henri Poincaré
影响因子:
--
通讯作者:
任艳霞
任艳霞
中科院分区:
其他
文献类型:
--
作者:
A.E. Kyprianou;R.-L. Liu;A. Murillo-Salas;任艳霞

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对具有一般分支机制的超布朗运动抛物型半群方程行波方程单调解的存在性、唯一性和渐近性经典问题进行了概率处理。虽然我们强烈地受到Kyprianou[26]中分支布朗运动推理的指导,但目前的论文有许多新的见解。我们的分析结合了Seneta-Heyde规范的作用,在当前的背景下,借鉴了Grey b[20]的经典作品。本文给出了以Dynkin-Kuznetsov n测度为关键成分的Evans不朽粒子图(脊柱分解)的路径解释。此外,本着Neveu停止线的精神,我们反复使用Dynkin的退出措施。分支机制的一般性质产生了额外的复杂性。作为分析的结果,我们还通过一个精确的X(logX) 2矩二分法,得到了所谓的微分鞅在其关键参数处几乎肯定收敛到非平凡极限的结果。这适用于分支布朗运动[26]和分支随机游走[2]的情况,在这些情况下,在必要和迅速的条件下会出现瞬间“间隙”。我们的概率处理允许我们复制已知的行波方程的存在性、唯一性和渐近结果,这与超布朗运动有关。
We oer a probabilistic treatment of the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism. Whilst we are strongly guided by the reasoning in Kyprianou [26] for branching Brownian motion, the current paper oers a number of new insights. Our analysis incorporates the role of Seneta-Heyde norming which, in the current setting, draws on classical work of Grey [20]. We give a pathwise explanation of Evans’ immortal particle picture (the spine decomposition) which uses the Dynkin-Kuznetsov N-measure as a key ingredient. Moreover, in the spirit of Neveu’s stopping lines we make repeated use of Dynkin’s exit measures. Additional complications arise from the general nature of the branching mechanism. As a consequence of the analysis we also oer an exact X(logX) 2 moment dichotomy for the almost sure convergence of the socalled derivative martingale at its critical parameter to a non-trivial limit. This diers to the case of branching Brownian motion, [26], and branching random walk, [2], where a moment ‘gap’ appears in the necessary and sucient conditions. Our probabilistic treatment allows us to replicate known existence, uniqueness and asymptotic results for the travelling wave equation, which is related to a super-Brownian motion.
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