Renormalization and limit theorems for self-intersections of superprocesses

DOI10.1214/AOP/1176989694MaRDI QIDQ1201176zbMATH OpenOpenAlexFDO

Authors Jay Rosen

Publication date 17 January 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989694

zbMATH Keywords

measure-valued processrenormalizationself- intersection local timessuper-Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25) Random measures (60G57) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Markov processes (60J99)

Review text

If \(\{Z_ t\); \(t\geq 0\}\) denotes the super-Brownian motion in \(R^ d\) (with finite second moments), then intuitively \[ \iint ds dt\int Z_ s(dx)\int Z_ t(dy)\delta_ 0(x-y), \qquad B\subseteq R_ +^ 2, \] measures the self-intersections of \(Z\). Approximating the \(\delta\)- function \(\delta_ 0\) and renormalizing by subtracting a suitable singular term, a nontrivial \(L^ 2\)-limit is shown to exist in dimensions \(d=4\) and 5 (compare with results on self-intersection local times for Brownian motions in \(R^ 2\)). If \(d=6\), an additional scaling is used to get a nontrivial limit in law (compare with Brownian motion results in \(R^ 3\)). Generalizations to superprocesses with other underlying motion laws than Brownian motions are discussed. Moment calculations are a main tool.

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(15)

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• A representation for functionals of superprocesses via particle picture
• Self-collisions of superprocesses: renormalization and limit theorems
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• Renormalization of local times of super-Brownian motion
• Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
• Self-intersection local time of \((\alpha ,d,\beta )\)-superprocess
• Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
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• On changes of measure for super Brownian motion

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