A super Ornstein-Uhlenbeck process interacting with its center of mass (Q1951697)

This paper treats a supercritical interacting measure-valued diffusion process \(X_t\). This model can describe an interaction between representative particles that are attracted to, or repelled from, the center of mass. The author proposes a simplest model of this kind, named a super Ornstein-Uhlenbeck (SOU) process \(X'_t\) with attractor (or repeller) given by the center of mass, and shows several limit theorems for those superprocesses. More precisely, it is proved that on the extinction set \(S^c\), the normalized process \(\tilde{X}_t\) in both the attractive and repelling cases converges to a random point almost surely as \(t\) approaches the extinction time \(\eta\). This result is an analogue of the result obtained by \textit{R. Tribe} [Ann.\ Probab.\ 20, No. 1, 286--311, (1992; Zbl 0749.60046)]. The main limit results of this paper consists of the following two theorems. The symbol \(d\) denotes the Vasserstein metric on the space \(M_F( {\mathbb R}^d)\) of finite measures on \({\mathbb R}^d\). {Theorem 1.} On the survival set \(S\), in the attractive case, \[ d ( \tilde{X}_t, P_{\infty}) \to 0, \quad \text{a.s.} \tag{1} \] where \(\tilde{X}_t\) is the mass normalized interacting measure-valued process and \(P_t\) is the semigroup of an Ornstein-Uhlenbeck (OU) process with attraction to 0 at rate \(\gamma > 0\). \noindent This means that the mass normalized process \(\tilde{X}_t\) converges to the stationary distribution of the OU process, centered at the limiting value of its center of mass. {Theorem 2.} Under the same setting, \[ d ( \tilde{X}'_t, P_{\infty}^{ \bar{Y}_{\infty} } ) \to 0, \quad \text{a.s.} \tag{2} \] where \(\tilde{X}'_t\) is the normalized SOU process and \(P_{\infty}^{ \bar{Y}_{\infty} }\) is the OU semigroup at infinity with the origin shifted to the center of mass \(\bar{Y}_{\infty}\) at infinity. \noindent This result indicates that \(\tilde{X}'_t\) converges almost surely to a Gaussian random variable, and is an extension of the result by \textit{J. Engländer} and \textit{A. Winter} [Ann.\ Inst.\ Henri Poincaré, Probab.\ Stat.\ 42, No. 2, 171--185 (2006; Zbl 1093.60058)]. On the other hand, another peculiar feature of this paper consists in the usage of historical stochastic calculus of Perkins applied to SOU process with attraction, (cf. [\textit{E. Perkins}, On the martingale problem for interactive measure-valued branching diffusions. Mem. Am. Math. Soc. 549 (1995; Zbl 0823.60071)]. Lastly, the author discusses the almost surely convergence of the center of mass in the repelling setting as well. However, because the repulsion condition posed is too strong, a conjecture about this convergence result is given. For other related works, see, e.g. [\textit{J. Englander}, Electron.\ J.\ Probab.\ 15, 1938--1970 (2010; Zbl 1226.60118)] for a similar type superprocess, and [\textit{H. S. Gill}, Stochastic Process.\ Appl.\ 119, No. 2, 3981--4003 (2009; Zbl 1193.60083)] for an application of historical stochastic calculus of Perkins.