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

DOI10.1016/J.SPA.2019.03.005MaRDI QIDQ2289804zbMATHOpenAlexWikidataFDO

Authors Kamil Bogus, Dariusz Buraczewski, Alexander Marynych

Publication date 24 January 2020

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

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

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)

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].

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Cited in

(7)

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

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