Particle systems with quasi-homogeneous initial states and their occupation time fluctuations

Details Particle systems with quasi-homogeneous initial states and their occupation time fluctuations Particle systems with quasi-homogeneous initial states and their occupation time fluctuations

2010-02-22

arxiv.org/abs/1002.4152v1

Electron. Commun. Probab. 15 (2010), 191-202

Mathematics

Probability

Scientific paper

10.1214/ECP.v15-1547

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures (homogeneous and some inhomogeneous cases). In this paper, with d=1 for simplicity, we extend previous results to a wide class of initial measures obeying a quasi-homogeneity property, which includes as special cases homogeneous Poisson measures and many deterministic measures (simple example: one atom at each point of Z), by means of a new unified approach. In previous papers, in the homogeneous Poisson case, for the branching system in "low" dimensions, the limit was characterized by a long-range dependent Gaussian process called sub-fractional Brownian motion (sub-fBm), and this effect was attributed to the branching because it had appeared only in that case. An unexpected finding in this paper is that sub-fBm is more prevalent than previously thought. Namely, it is a natural ingredient of the limit process in the non-branching case (for "low" dimension), as well. On the other hand, fractional Brownian motion is not only related to systems in equilibrium (e.g., non-branching system with initial homogeneous Poisson measure), but it also appears here for a wider class of initial measures of quasi-homogeneous type.

Affiliated with

Also associated with

No associations

Rating

Particle systems with quasi-homogeneous initial states and their occupation time fluctuations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Particle systems with quasi-homogeneous initial states and their occupation time fluctuations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Particle systems with quasi-homogeneous initial states and their occupation time fluctuations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-373960