Self-similar solutions of kinetic-type equations: the boundary case

DOI10.1016/J.SPA.2019.03.005zbMATH Open1471.60104arXiv1804.05418OpenAlexW2921615997WikidataQ128178285 ScholiaQ128178285MaRDI QIDQ2289804FDOQ2289804

Authors: Kamil Bogus, Dariusz Buraczewski, Alexander Marynych 

Publication date: 24 January 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: For a time dependent family of probability measures $(h{o}_t{)}_{tge0}$ we consider a kinetic-type evolution equation $partialph{i}_t/partialt+ph{i}_t=widehatQph{i}_t$ where $widehatQ$ is a smoothing transform and $ph{i}_t$ is the Fourier--Stieltjes transform of $h{o}_t$. Assuming that the initial measure $h{o}_0$ belongs to the domain of attraction of a stable law, we describe asymptotic properties of $h{o}_t$, as $toinfty$. We consider the critical regime when the standard normalization leads to a degenerate limit and find an appropriate scaling ensuring a non-degenerate self-similar limit. Our approach is based on a probabilistic representation of probability measures $(h{o}_t{)}_{tge0}$ that refines the corresponding construction proposed in Bassetti and Ladelli [Ann. Appl. Probab. 22(5): 1928--1961, 2012].

Full work available at URL: https://arxiv.org/abs/1804.05418

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zbMATH Keywords

kinetic equationrandom treesKac modelderivative martingalesmoothing transformBiggins martingale

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Self-similar solutions to PDEs (35C06) PDEs with randomness, stochastic partial differential equations (35R60) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited In (7)

• Classification of the similarity solutions of free Kramers equation.
• Solutions of kinetic-type equations with perturbed collisions
• Central limit theorem in uniform metrics for generalized Kac equations
• Self-similar solutions in one-dimensional kinetic models: a probabilistic view
• Self-similar solutions to kinetic-type evolution equations: beyond the boundary case
• Branching random walks with regularly varying perturbations
• A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

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