Interacting diffusions and trees of excursions: convergence and comparison

DOI10.1214/EJP.V17-2278MaRDI QIDQ456221zbMATH OpenFDO

Authors Martin Hutzenthaler

Publication date 23 October 2012

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

Full work available at URL https://arxiv.org/abs/1104.1060

zbMATH Keywords

excursion measureextinctionisland modelmany-demes-limitMcKean-Vlasov limitmean field modelpropagation of chaosvirgin island model

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25)

Abstract: We consider systems of interacting diffusions with local population regulation. Our main result shows that the total mass process of such a system is bounded above by the total mass process of a tree of excursions with appropriate drift and diffusion coefficients. As a corollary, this entails a sufficient, explicit condition for extinction of the total mass as time tends to infinity. On the way to our comparison result, we establish that systems of interacting diffusions with uniform migration between finitely many islands converge to a tree of excursions as the number of islands tends to infinity. In the special case of logistic branching, this leads to a duality between the tree of excursions and the solution of a McKean-Vlasov equation.

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