Home | Contents | Submissions, editors, etc. | Login | Search | ECP
 Electronic Journal of Probability > Vol. 7 (2002) > Paper 13 open journal systems 


Multiple Scale Analysis of Spatial Branching Processes under the Palm Distribution

Anita Winter, Universität Erlangen-Nürnberg


Abstract
We consider two types of measure-valued branching processes on the lattice Zd. These are on the one hand side a particle system, called branching random walk, and on the other hand its continuous mass analogue, a system of interacting diffusions also called super random walk. It is known that the long-term behavior differs sharply in low and high dimensions: if d<=2 one gets local extinction, while, for d>=3, the systems tend to a non-trivial equilibrium. Due to Kallenberg's criterion, local extinction goes along with clumping around a 'typical surviving particle.' This phenomenon is called clustering. A detailed description of the clusters has been given for the corresponding processes on R2 in Klenke (1997). Klenke proved that with the right scaling the mean number of particles over certain blocks are asymptotically jointly distributed like marginals of a system of coupled Feller diffusions, called system of tree indexed Feller diffusions, provided that the initial intensity is appropriately increased to counteract the local extinction. The present paper takes different remedy against the local extinction allowing also for state-dependent branching mechanisms. Instead of increasing the initial intensity, the systems are described under the Palm distribution. It will turn out together with the results in Klenke (1997) that the change to the Palm measure and the multiple scale analysis commute, as ttoinfty. The method of proof is based on the fact that the tree indexed systems of the branching processes and of the diffusions in the limit are completely characterized by all their moments. We develop a machinery to describe the space-time moments of the superprocess effectively and explicitly.


Full text: PDF

Pages: 1-74

Published on: March 15, 2002


Bibliography
  1. Bhattacharya, R.N. and Rao, R.R. (1976), Normal approximation and asymptotic expansions, Wiley New-York. MR 55#9219
  2. Chauvin, B., Rouault, A. and Wakolbinger, A. (1991), Growing conditioned trees, Stoc. Proc. Appl., 39, 117-130. MR  93d:60138
  3. Cox, J.T.; Fleischmann, K. and Greven, A. (1996), Comparison of interacting diffusions and application to their ergodic theory, Probab. Theor. Rel. Fields, 105, 513-528. MR 97h:60073
  4. Cox, J.T. and Greven, A. (1994), Ergodic theorems for infinite systems of locally interacting diffusions, Ann. Probab., 22(2), 833-853. MR 95h:60158
  5. Cox, J.T., Greven, A. and Shiga, T. (1995), Finite and infinite systems of interacting diffusions, Probab. Rel. Fields, 103, 165-197. MR 96i:60105
  6. Cox, J.T. and Griffeath, D. (1986), Diffusive clustering in the two dimensional voter model, Ann. Probab., 14(2), 347-370. MR 87j:60146
  7. Dawson, D.A. (1977), The critical measure diffusion process, Z. Wahrscheinlichleitstheorie verw. Gebiete, 40, 125-145. MR 57#17857
  8. Dawson, D.A. (1993), Measure-valued Markov processes, École d'Été de Probabilités de Saint Flour XXI -- 1991, Lect. Notes in Math. 1541, 1-260, Springer-Verlag. MR 96m:60101
  9. Dawson, D.A. and Greven, A. (1993), Multiple time scale analysis of hierarchical interacting systems, A Festschrift to honor G. Kallianpur, Springer New York, 41-50. MR 97j:60181
  10. Dawson, D.A. and Greven, A. (1993), Multiple time scale analysis of interacting diffusions, Probab. Theory Relat. Fields 95, 467-508. MR 94i:60122
  11. Dawson, D.A. and Greven, A. (1996), Multiple space-time analysis for interacting branching models, EJP, 1(14), 1-84, http://www.math.washington.edu/~ejpecp/EjpVol1/paper14.abs.html. MR 97m:60148
  12. Dawson, D.A., Greven, A. and Vaillancourt, J. (1995), Equilibria and quasi equilibria for infinite systems of interacting Fleming-Viot processes, Trans. AMS, 347(7), 2277-2361, Memoirs of the American Mathematical Society 93, 454. MR 95k:60248
  13. Deuschel, J. D. (1988), Central limit theorem for an infinite lattice system of interacting diffusion processes, Ann. Probab. 16, 700-716. MR 89f:60022
  14. Durrett, R. (1979), An infinite particle system with additive interactions, Adv. Appl. Prob., 11, 355-383. MR 80i:60116
  15. Durrett, R. (1991), Probability: Theory and Examples, Duxbury Press, Belmont, California.  MR 98m:60001
  16. Dynkin, E.B. (1988), Representation for functionals of superprocesses by multiple stochastic integrals, with applications to self-intersection local times, Astérisque, 157-158, 147-171. MR 90b:60103
  17. Etheridge, A. (1993), Asymptotic behavior of measure-valued critical branching processes, Proc. AMS, 118(4), 1251-1261.  MR 93j:60118
  18. Ethier, S.N. and Krone, S.M. (1995), Comparing Fleming-Viot and Dawson-Watanabe processes, Stoc. Proc. Appl., 60, 171-190. MR 97g:60064
  19. Fleischman, J. (1978), Limiting distributions for branching random fields, Trans. AMS, 239, 353-389.  MR 57#17858
  20. Fleischmann, K. and Greven, A. (1996), Time-space analysis of the cluster-formation in interacting diffusions, EJP, 1(6), 1-46, http://www.math.washington.edu/~ejpecp/EjpVol1/paper6.abs.html. MR 97e:60151
  21. Gorostiza, L.G., Roelly, S. and Wakolbinger, A. (1992), Persistence of critical multitype particle and measure branching processes, Probab. Theory Relat. Fields, 92, 313-335.  MR 93e:60171
  22. Gorostiza, L.G. and Wakolbinger, A. (1991), Persistence criteria for a class of critical branching particle systems in continuous time, Ann. Probab., 19(1), 266-288.  MR 91k:60089
  23. Holley, R. and Liggett, T.M. (1975), Ergodic theorems for weakly interacting systems and the voter model, Ann. Probab., 3, 643-663. MR 53#6798
  24. Hurwitz, A. (1964), Vorlesungen über allgemeine Funktionentheorie, Springer-Verlag.  MR 30#3959
  25. Kallenberg, O. (1977), Stability of critical cluster fields, Math. Nachr., 77, 7-43.  MR 56#1451
  26. Kallenberg, O. (1983), Random Measures, Akademie-Verlag Berlin. MR 87g:60048
  27. Klenke, A. (1996) Different clustering regime in systems of hierarchically interacting diffusions,Ann. Probab., 24(2), 660-697.  MR 97h:60125
  28. Klenke, A. (1997), Multiple scale analysis of clusters in spatial branching models, Ann. Probab., 25(4), 1670-1711.  MR 99a:60091
  29. Klenke, A. (1998) Clustering and invariant measures for spatial branching models with infinite variance, Ann. Probab., 26(3), 1057-1087. MR 99i:60160
  30. Klenke, A. (2000), Diffusive clustering on interacting Brownian motions on $Z^2$, Stoch. Proc. Appl., 89(2), 261-268.  MR 2001h:60178
  31. Kopietz, A. (1998), Diffusive Clusterformation für wechselwirkende Diffusionen mit beidseitig unbeschränktem Zustandsraum, Dissertation, Universität Erlangen-Nürnberg.
  32. Lee, T. Y. (1991), Conditional limit distributions of critical branching Brownian motions, Ann. Probab., 19(1), 289-311. MR 91m:60154
  33. Liggett, T.M. and Spitzer, F. (1981), Ergodic theorems for coupled random walks and other systems with locally interacting components, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 56, 443-468.  MR 82h:60193
  34. Matthes, K. (1972), Infinitely divisible point processes, in Stochastic point processes: Statistical Analysis, Theory, and Applications, Wiley Interscience, New-York/London/Sydney/Toronto, 384-404. MR 51#1951
  35. Roelly-Coppoletta, S. and Rouault, A. (1989), Processes de Dawson-Watanabe conditionné par le futur lointain, C.R.Acad.Sci.Paris, 309, Série I, 867-872. MR 91d:60210
  36. Shiga, T. (1980), An interacting system in population genetics, Jour. Kyoto Univ., 20(2), 213-243. MR 82e:92029a
  37. Shiga, T. (1992), Ergodic theorems and exponential decay of sample paths for certain interacting diffusion systems, Osaka J. Math., 29, 789-807. MR 94i:60006
  38. Sirjaev, A.N. (1988), Wahrscheinlichkeit, VEB Deutscher Verlag der Wissenschaften Berlin, 308.
  39. Winter, A. (1999), Multiple scale analysis of spatial branching processes under the Palm distribution, Dissertation, Universität Erlangen-Nürnberg, http://www.mi.uni-erlangen.de/~winter/.
















Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | ECP

Electronic Journal of Probability. ISSN: 1083-6489