Pub Date : 2023-12-12DOI: 10.1007/s00440-023-01246-0
Weiwei Qi, Zhongwei Shen, Yingfei Yi
{"title":"Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions","authors":"Weiwei Qi, Zhongwei Shen, Yingfei Yi","doi":"10.1007/s00440-023-01246-0","DOIUrl":"https://doi.org/10.1007/s00440-023-01246-0","url":null,"abstract":"","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"39 5","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139007053","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-09DOI: 10.1007/s00440-023-01244-2
Louigi Addario-Berry, Erin Beckman, Jessica Lin
We explore the relationship between recursive distributional equations and convergence results for finite difference schemes of parabolic partial differential equations (PDEs). We focus on a family of random processes called symmetric cooperative motions, which generalize the symmetric simple random walk and the symmetric hipster random walk introduced in Addario-Berry et al. (Probab Theory Related fields 178(1–2):437–473, 2020). We obtain a distributional convergence result for symmetric cooperative motions and, along the way, obtain a novel proof of the Bernoulli central limit theorem. In addition, we prove a PDE result relating distributional solutions and viscosity solutions of the porous medium equation and the parabolic p-Laplace equation, respectively, in one dimension.
{"title":"Symmetric cooperative motion in one dimension","authors":"Louigi Addario-Berry, Erin Beckman, Jessica Lin","doi":"10.1007/s00440-023-01244-2","DOIUrl":"https://doi.org/10.1007/s00440-023-01244-2","url":null,"abstract":"<p>We explore the relationship between recursive distributional equations and convergence results for finite difference schemes of parabolic partial differential equations (PDEs). We focus on a family of random processes called symmetric cooperative motions, which generalize the symmetric simple random walk and the symmetric hipster random walk introduced in Addario-Berry et al. (Probab Theory Related fields 178(1–2):437–473, 2020). We obtain a distributional convergence result for symmetric cooperative motions and, along the way, obtain a novel proof of the Bernoulli central limit theorem. In addition, we prove a PDE result relating distributional solutions and viscosity solutions of the porous medium equation and the parabolic <i>p</i>-Laplace equation, respectively, in one dimension.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"58 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138567227","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-09DOI: 10.1007/s00440-023-01247-z
Mateusz Kwaśnicki
We prove a non-extinction result for Fleming–Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant measure for the system, we discuss its ergodicity, and we prove that the reference measure is a stationary measure for the embedded Markov chain of positions of the surviving particle at successive branching times.
{"title":"Fleming–Viot couples live forever","authors":"Mateusz Kwaśnicki","doi":"10.1007/s00440-023-01247-z","DOIUrl":"https://doi.org/10.1007/s00440-023-01247-z","url":null,"abstract":"<p>We prove a non-extinction result for Fleming–Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant measure for the system, we discuss its ergodicity, and we prove that the reference measure is a stationary measure for the embedded Markov chain of positions of the surviving particle at successive branching times.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"12 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138567641","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}