Front propagation and quasi-stationary distributions for one-dimensional Lévy processes

DOI10.1214/18-ECP199MaRDI QIDQ1725484zbMATH OpenOpenAlexFDO

Authors Pablo Groisman, Matthieu Jonckheere

Publication date 14 February 2019

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

Full work available at URL https://arxiv.org/abs/1609.09338, https://projecteuclid.org/euclid.ecp/1544843116

zbMATH Keywords

branching Lévy procesesbranching random walkquasi-stationary distributionstraveling waves

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Superprocesses (60J68) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We jointly investigate the existence of quasi-stationary distributions for one dimensional L'evy processes and the existence of traveling waves for the Fisher-Kolmogorov-Petrovskii-Piskunov (F-KPP) equation associated with the same motion. Using probabilistic ideas developed by S. Harris, we show that the existence of a traveling wave for the F-KPP equation associated with a centered L'evy processes that branches at rate $r$ and travels at velocity $c$ is equivalent to the existence of a quasi-stationary distribution for a L'evy process with the same movement but drifted by $-c$ and killed at zero, with mean absorption time $1/r$. This also extends the known existence conditions in both contexts. As it is discussed in a companion article, this is not just a coincidence but the consequence of a relation between these two phenomena.

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Cited in

(5)

• Optimisation-based representations for branching processes
• Brownian bees in the infinite swarm limit
• Front propagation and quasi-stationary distributions: two faces of the same coin
• A non‐conservative Harris ergodic theorem
• Large deviations of the front in a one-dimensional model of \(X+Y\rightarrow 2X\)

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