分支随机游走的一极限定理

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY Theory of Probability and its Applications Pub Date : 2024-02-07 DOI:10.1137/s0040585x97t991672
N. V. Smorodina, E. B. Yarovaya
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引用次数: 0

摘要

概率论及其应用》(Theory of Probability &Its Applications),第 68 卷第 4 期,第 630-642 页,2024 年 2 月。 马尔可夫随机过程一般理论的基础是由 A.N. 科尔莫哥罗德夫(A.N. Kolmogorov)奠定的。这类过程尤其包括网格 $\mathbf{Z}^d$, $d \in \mathbf{N}$上的分支随机游走。在本文中,我们考虑的是一种分支随机行走,粒子可能会在网格的任意点死亡或产生后代。每个粒子在 $\mathbf{Z}^d$ 上的运动都是由对称同质不可还原随机行走描述的。假设粒子在 $x \in \mathbf{Z}^d$ 处的分支率随着 $\|x\| \to \infty$ 趋于零,并且满足分支随机行走参数的一个附加条件,即粒子在每个点 $\mathbf{Z}^d$ 的平均种群数量随时间呈指数增长。在这种情况下,由于粒子可能在 $\mathbf{Z}^d$ 点产生,粒子平均种群数量方程右侧的行走生成算子会发生扰动。科尔莫戈罗夫、彼得罗夫斯基和皮斯库诺夫曾在 1937 年考虑过这种带有 $\mathbf{R}^2$ 中扩散算子扰动的方程,现在我们仍在使用离散结构上的分支随机游走理论对其进行研究。在上述假设条件下,我们证明了网格任意定点处粒子数归一化为 $t\to\infty$ 的均方收敛极限定理。
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One Limit Theorem for Branching Random Walks
Theory of Probability &Its Applications, Volume 68, Issue 4, Page 630-642, February 2024.
The foundations of the general theory of Markov random processes were laid by A.N. Kolmogorov. Such processes include, in particular, branching random walks on lattices $\mathbf{Z}^d$, $d \in \mathbf{N}$. In the present paper, we consider a branching random walk where particles may die or produce descendants at any point of the lattice. Motion of each particle on $\mathbf{Z}^d$ is described by a symmetric homogeneous irreducible random walk. It is assumed that the branching rate of particles at $x \in \mathbf{Z}^d$ tends to zero as $\|x\| \to \infty$, and that an additional condition on the parameters of the branching random walk, which gives that the mean population size of particles at each point $\mathbf{Z}^d$ grows exponentially in time, is met. In this case, the walk generation operator in the right-hand side of the equation for the mean population size of particles undergoes a perturbation due to possible generation of particles at points $\mathbf{Z}^d$. Equations of this kind with perturbation of the diffusion operator in $\mathbf{R}^2$, which were considered by Kolmogorov, Petrovsky, and Piskunov in 1937, continue being studied using the theory of branching random walks on discrete structures. Under the above assumptions, we prove a limit theorem on mean-square convergence of the normalized number of particles at an arbitrary fixed point of the lattice as $t\to\infty$.
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来源期刊
Theory of Probability and its Applications
Theory of Probability and its Applications 数学-统计学与概率论
CiteScore
1.00
自引率
16.70%
发文量
54
审稿时长
6 months
期刊介绍: Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.
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