{"title":"空间相关分支过程的渐近性和临界性","authors":"Ilie Grigorescu, Min Kang","doi":"10.1080/17442508.2023.2256922","DOIUrl":null,"url":null,"abstract":"AbstractWe investigate a non-conservative semigroup (St)t≥0 determined by a branching process tracing the evolution of particles moving in a domain in Rd. When a particle is killed at the boundary, a new generation of particles with mean number K¯ is born at a random point in the domain. Between branching, the particles are driven by a diffusion process with Dirichlet boundary conditions. According to the sign of K¯−1, we distinguish super/sub-critical regimes and determine the exact exponential rate for the total number of particles n(t)∼exp(α∗t), with α∗ depending explicitly on K¯. We prove the Yaglom limit St/n(t)→ν, where the quasi-stationary distribution ν is determined by the resolvent of the Dirichlet kernel at the point α∗. The main application is in particle systems, where the normalization of the semigroup by its total mass gives the hydrodynamic limit of the Bak-Sneppen branching diffusions (BSBD). Since ν is the asymptotic profile under equilibrium, and the family of quasi-stationary distributions ν is indexed by K¯, the model provides an explicit example of self-organized criticality.Keywords: SemigroupYaglom limitbranching processessupercriticalqsdBak-SneppenFleming-ViotDirichlet kernelKey Words and Phrases: Primary: 60J3560J80Secondary: 47D0760K35 Disclosure statementNo potential conflict of interest was reported by the author(s).","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":"26 1","pages":"0"},"PeriodicalIF":0.8000,"publicationDate":"2023-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Asymptotics and criticality for a space-dependent branching process\",\"authors\":\"Ilie Grigorescu, Min Kang\",\"doi\":\"10.1080/17442508.2023.2256922\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"AbstractWe investigate a non-conservative semigroup (St)t≥0 determined by a branching process tracing the evolution of particles moving in a domain in Rd. When a particle is killed at the boundary, a new generation of particles with mean number K¯ is born at a random point in the domain. Between branching, the particles are driven by a diffusion process with Dirichlet boundary conditions. According to the sign of K¯−1, we distinguish super/sub-critical regimes and determine the exact exponential rate for the total number of particles n(t)∼exp(α∗t), with α∗ depending explicitly on K¯. We prove the Yaglom limit St/n(t)→ν, where the quasi-stationary distribution ν is determined by the resolvent of the Dirichlet kernel at the point α∗. The main application is in particle systems, where the normalization of the semigroup by its total mass gives the hydrodynamic limit of the Bak-Sneppen branching diffusions (BSBD). Since ν is the asymptotic profile under equilibrium, and the family of quasi-stationary distributions ν is indexed by K¯, the model provides an explicit example of self-organized criticality.Keywords: SemigroupYaglom limitbranching processessupercriticalqsdBak-SneppenFleming-ViotDirichlet kernelKey Words and Phrases: Primary: 60J3560J80Secondary: 47D0760K35 Disclosure statementNo potential conflict of interest was reported by the author(s).\",\"PeriodicalId\":49269,\"journal\":{\"name\":\"Stochastics-An International Journal of Probability and Stochastic Processes\",\"volume\":\"26 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2023-09-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics-An International Journal of Probability and Stochastic Processes\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2023.2256922\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics-An International Journal of Probability and Stochastic Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2023.2256922","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Asymptotics and criticality for a space-dependent branching process
AbstractWe investigate a non-conservative semigroup (St)t≥0 determined by a branching process tracing the evolution of particles moving in a domain in Rd. When a particle is killed at the boundary, a new generation of particles with mean number K¯ is born at a random point in the domain. Between branching, the particles are driven by a diffusion process with Dirichlet boundary conditions. According to the sign of K¯−1, we distinguish super/sub-critical regimes and determine the exact exponential rate for the total number of particles n(t)∼exp(α∗t), with α∗ depending explicitly on K¯. We prove the Yaglom limit St/n(t)→ν, where the quasi-stationary distribution ν is determined by the resolvent of the Dirichlet kernel at the point α∗. The main application is in particle systems, where the normalization of the semigroup by its total mass gives the hydrodynamic limit of the Bak-Sneppen branching diffusions (BSBD). Since ν is the asymptotic profile under equilibrium, and the family of quasi-stationary distributions ν is indexed by K¯, the model provides an explicit example of self-organized criticality.Keywords: SemigroupYaglom limitbranching processessupercriticalqsdBak-SneppenFleming-ViotDirichlet kernelKey Words and Phrases: Primary: 60J3560J80Secondary: 47D0760K35 Disclosure statementNo potential conflict of interest was reported by the author(s).
期刊介绍:
Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects.
Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly.
In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.