Large Deviations for the Super-Brownian Motion with Super-Brownian Immigration

Local large deviation principles are established in dimensions d3 for the super Brownian motion with random immigration X _t , where the immigration rate is governed by the trajectory of another super-Brownian motion . The speed function is t for d4 and t ^1/2 for d=3, compared with the existing results, the interesting phenomenon happened in d=4 with speed t (although only the upper large deviation bound is derived here) is just because the structure of this new model: the random immigration smooth the critical dimension in some sense. The rate function are characterized by an evolution equation.     

On the weak convergence of super-Brownian motion with immigration

We prove fluctuation limit theorems for the occupation times of super-Brownian motion with immigration. The weak convergence of the processes is established, which improves the results in references. The limiting processes are Gaussian processes.     

A Continuous Super-Brownian Motion in a Super-Brownian Medium

A continuous super-Brownian motion is constructed in which branching occurs only in the presence of catalysts which evolve themselves as a continuous super-Brownian motion . More precisely, the collision local time (in the sense of Barlow et al. ⁽¹⁾) of an underlying Brownian motion path W with the catalytic mass process goerns the branching (in the sense of Dynkin's additive functional approach). In the one-dimensional case, a new type of limit behavior is encountered: The total mass process converges to a limit without loss of expectation mass (persistence) and with a nonzero limiting variance, whereas starting with a Lebesgue measure , stochastic convergence to occurs.     

超布朗运动:质量过程的极限行为及值空间的扩张

本文给出了超布朗运动的质量过程在不灭绝条件下的极限分布的拉普拉斯变换的具体形式,并得出了在较一般的分支特征下使其值空间从M_F（R^d）扩张到M_P（R^d）的一个充分条件．     

Functional central limit theorem for super α-stable processes

A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion. Zhang Mei, Functional central limit theorem for the super-brownian motion with super-Brownian immigration, J. Theoret. Probab., to appear.     

超布朗运动关于区域的首中方式

应用Ｌｅ Ｇａｌｌ的超布朗运动的轨道构造,研究超布朗运动关于区域的着中方式,证明了它在首中一个区域时,其支撑集与区域闭包的交集的点数不大于２,并提出了一个猜想。     

从超布朗运动到随机偏微分方程

随机偏微分方程(SPDE)是目前国内外广泛关注研究进展迅速的一个活跃的学术研究领域.该主题的研究涉及概率论(随机分析、随机场)、偏微分方程、调和分析等诸多分支学科方向.特别是随机偏微分方程其背景更多地源于现代物理学、化学、生物学、经济学等应用性学科,这使得该领域的研究显示出较强的意义和活力.本文从超布朗运动研究出发,发展性地提出有较强背景意义的典型类随机偏微分方程,并进而过渡到一般及更广泛类的随机偏微分方程的研究.同时我们系统地总结了关于高阶随机偏微分方程和随机波动方程的研究成果.     

Pointwise ergodic theorems for the symmetric exclusion process

Summary Almost sure convergence theorems are proved for Cesaro averages of continous functions in the case of the symmetric exclsion processes in dimension d≧3. For the occupation time of a single site the same result is proved in all dimensions. Partially supported by CNPq     

Bivariate occupation measure dimension of multidimensional processes

Bivariate occupation measure dimension is a new dimension for multidimensional random processes. This dimension is given by the asymptotic behavior of its bivariate occupation measure. Firstly, we compare this dimension with the Hausdorff dimension. Secondly, we study relations between these dimensions and the existence of local time or self-intersection local time of the process. Finally, we compute the local correlation dimension of multidimensional Gaussian and stable processes with local Hölder properties and show it has the same value that the Hausdorff dimension of its image have. By the way, we give a new a.s. convergence of the bivariate occupation measure of a multidimensional fractional Brownian or particular stable motion (and thus of a spatial Brownian or Lévy stable motion).     

Occupation time distributions for the telegraph process

For the one-dimensional telegraph process, we obtain explicitly the distribution of the occupation time of the positive half-line. The long-term limiting distribution is then derived when the initial location of the process is in the range of subnormal or normal deviations from the origin; in the former case, the limit is given by the arcsine law. These limit theorems are also extended to the case of more general occupation-type functionals.     

Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process

Consider the one-dimensional catalytic super-Brownian motion X (called the reactant) in the catalytic medium which is an autonomous classical super-Brownian motion. We characterize both in terms of a martingale problem and (in dimension one) as solution of a certain stochastic partial differential equation. The focus of this paper is for dimension one the analysis of the longtime behavior via a mass-time-space rescaling. When scaling time by a factor of K, space is scaled by K ^η and mass by K ^−η. We show that for every parameter value η ≥ 0 the rescaled processes converge as K→ ∞ in path space. While the catalyst’s limiting process exhibits a phase transition at η = 1, the reactant’s limit is always the same degenerate process.      

Occupation times for the finite buffer fluid queue with phase-type ON-times

In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed target level. Using an alternating renewal sequence, we determine the double transform of the occupation time; the occupation time for the finite buffer M/G/1 queue with phase-type jumps follows as a limiting case.     

The Distribution of the Sojourn Time for the Brownian Excursion

The solutions of various problems in the theories of queuing processes, branching processes, random graphs and others require the determination of the distribution of the sojourn time (occupation time) for the Brownian excursion. However, no standard method is available to solve this problem. In this paper we approximate the Brownian excursion by a suitably chosen random walk process and determine the moments of the sojourn time explicitly. By using a limiting approach, we obtain the corresponding moments for the Brownian excursion. The moments uniquely determine the distribution, enabling us to derive an explicit formula.     

ASYMPTOTIC BEHAVIOR OF POSITIVE RADIAL SOLUTIONS FOR THE GENERALIZED EMDEN-FOWLER EQUATION WITH APPLICATION

In this paper, we consider a class of semilinear parabolic differential equation where nonlinear term has local bounded coefficients. Under some assumptions, we get the existence and uniqueness of solution. Terminate to the time variable, we obtain the so called generalized Emden-Fowler equation and the asymptotic behavior of positive radial solutions have been given in all dimensions. At the end of this paper, we give its application to critical branching Brownian motion (also called measure-valued branching processes).     

A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium

A class of infinite dimensional Ornstein-Uhlenbeck processes that arise as solutions of stochastic partial differential equations with noise generated by measure-valued catalytic processes is investigated. It will be shown that the catalytic Ornstein-Uhlenbeck process with super-Brownian catalyst in one dimension arises as a high density fluctuation limit of a super-Brownian motion in a super-Brownian catalyst with immigration. The main tools include Laplace transformations of stochastic processes, analysis of a non-linear partial differential equation and techniques on continuity and regularity based on properties of the Sobolev spaces.     

Fluctuation limits of site-dependent branching systems in critical and large dimensions

In this paper, some limit processes of occupation time fluctuations of the branching particle systems with varied branching laws from site to site are obtained. The results show that the varied branching laws can not affect the limit processes and the scaling parameters in the case of large dimensions, but in the case of critical dimensions, under suitable assumptions, it changes the limit processes with simple and isotropic spatial structures to those with complicated and anisotropic spatial structures and gives log corrections in the scaling parameters.     

THE OCCUPATION DENSITY FIELD FOR THE CATALYTIC SUPER-BROWNIAN MOTION

61.IntroductionLetW=[w,,ll.,.,s,t2o,aER']denoteastandardBrownianmotioninRdwithsendgroup{Pt,t2o},C(R')denotetheBanachspaceofcontinuousboundedfunctionsonRdequlppedwiththesupnorm.rk.(a):=(1 Ial')-p/',aERd,Cr(R'):-{feC(R'),lf(x)l5CIof.(x)}withsomeconstantCj,Mv(R'):={pisffedonmeasureonRdandJ(1 lxlp)-'p(dx)d.(P,i):=ff(x)p(dx),AisLebesgUemeasure.GiventheordinaryMP-valuedsuper-Brownianmotiono:=[o,,fl1,Ps,#,t2s2O,pEMP]asthecatalyticmedium,Dawsona…     

Central Limit Theorems for a Super-Diffusion over a Stochastic Flow

Central limit theorems of the occupation time of a superprocess over a stochastic flow are proved. For the critical and higher dimensions d≥4, the limits are Gaussian variables. For d=3, the limit is conditional Gaussian. When the stochastic flow disappears, the results degenerate to those for the ordinary super-Brownian motion.     

A weighted occupation time for a class of measured-valued branching processes

Summary A weighted occupation time is defined for measure-valued processes and a representation for it is obtained for a class of measure-valued branching random motions on R ^d. Considered as a process in its own right, the first and second order asymptotics are found as time t. Specifically the finiteness of the total weighted occupation time is determined as a function of the dimension d, and when infinite, a central limit type renormalization is considered, yielding Gaussian or asymmetric stable generalized random fields in the limit. In one Gaussian case the results are contrasted in high versus low dimensions.Research supported in part by Natural Sciences and Engineering Research Council of Canada     

Cyclically stationary Brownian local time processes

Summary. Local time processes parameterized by a circle, defined by the occupation density up to time T of Brownian motion with constant drift on the circle, are studied for various random times T. While such processes are typically non-Markovian, their Laplace functionals are expressed by series formulae related to similar formulae for the Markovian local time processes subject to the Ray–Knight theorems for BM on the line, and for squares of Bessel processes and their bridges. For T the time that BM on the circle first returns to its starting point after a complete loop around the circle, the local time process is cyclically stationary, with same two-dimensional distributions, but not the same three-dimensional distributions, as the sum of squares of two i.i.d. cyclically stationary Gaussian processes. This local time process is the infinitely divisible sum of a Poisson point process of local time processes derived from Brownian excursions. The corresponding intensity measure on path space, and similar Lévy measures derived from squares of Bessel processes, are described in terms of a 4-dimensional Bessel bridge by Williams’ decomposition of It?’s law of Brownian excursions. Received: 28 June 1995