Branching diffusion with particle interactions

DOI10.1214/16-EJP4782MaRDI QIDQ728440zbMATH OpenOpenAlexFDO

Authors János Engländer, L. Zhang

Publication date 20 December 2016

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.02088, https://projecteuclid.org/euclid.ejp/1480388424

zbMATH Keywords

strong law of large numberslocal extinctionparticle interactionsbranching diffusion\(\Delta \)-transform

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward O-U). This work has been motivated by [4], where a similar model was studied, but without the drift component. We show that the large time behavior of the system depends on the interaction and the drift in a nontrivial way. Our method provides, inter alia, the SLLN for the non-interactive branching (inward) O-U process. First, regardless of attraction ($gamma>0$) or repulsion ($gamma<0$), a.s., as time tends to infinity, the center of mass of $Z$ (i) converges to the origin, when $b>0$; (ii) escapes to infinity exponentially fast (rate $|b|$), when $b<0$. We then analyze $Z$ as viewed from the center of mass, and finally, for the system as a whole, we show a number of results/conjectures regarding the long term behavior of the system; some of these are scaling limits, while some others concern local extinction.

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Cited in

(2)

• On a repulsion-diffusion equation with immigration
• The center of mass for spatial branching processes and an application for self-interaction

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