Conditional limit distributions of critical branching Brownian motions (Q1174212)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Conditional limit distributions of critical branching Brownian motions
scientific article

    Statements

    Conditional limit distributions of critical branching Brownian motions (English)
    0 references
    0 references
    25 June 1992
    0 references
    The long-time behavior of critical branching Brownian motions in \(\mathbb{R}^ d\) is studied under a variety of hypotheses. The main results are concerned with the limiting behavior conditioned on non-extinction in a bounded subset. Among the cases studied are those in which the motion process is a Bessel process, the critical offspring distribution belongs to the normal domain of attraction of a stable distribution with exponent \(p\), \(1<p\leq 2\), and the initial distribution is a single particle, finite intensity random field or an infinite intensity random field. The methods of the paper are analytical and are based on a scaling lemma and a comparison lemma for solutions to a nonlinear partial differential equation (the cumulant equation). The probabilistic significance of these results is related to their strong dimension dependence and in this sense extend previous results of \textit{D. A. Dawson}, \textit{K. Fleischmann}, \textit{R. D. Foley} and \textit{L. A. Peletier} [Stochastic Anal. Appl. 4, 117-129 (1986; Zbl 0588.60087)] and \textit{K. Fleischmann} [Math. Nachr. 82, 277- 296 (1978; Zbl 0316.60054); ibid. 84, 87-91 (1978; Zbl 0319.60054); and Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf. Eisenach/GDR 1986, Lect. Notes Control Inf. Sci. 96, 22-26 (1987; Zbl 0641.60088)].
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    long-time behaviour of critical branching Brownian motions
    0 references
    Bessel process
    0 references
    0 references