共查询到18条相似文献,搜索用时 109 毫秒
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研究了时间指标为一般更新过程的随机指标分枝过程.在每个粒子至少有两个分枝(Bottcher情形)以及更新分布满足Cramer条件的情况下,得到了更新随机指标分枝过程的大偏差原理. 相似文献
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通过对一列带正跳跃的超过程取极限,本文构造了带移民的相依空间运动超过程.在此基础上,利用 Dawson型的Girsanov变换得到了相应的非临界分枝,此变换同时给出依赖于整体状态的空间漂移. 相似文献
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测度值分枝过程与移民过程 总被引:8,自引:0,他引:8
本文介绍了测度值分枝过程和由斜卷积半群定义的伴随移民过程的基本理论和研究现状,主要内容包括:分枝粒子系统的收敛;超过程的基本正则性和极限定理;非线性微分方程;广义分枝模型;斜卷积半群和进入律;用Kuznetsov过程构造移民过程等。 相似文献
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本文考虑流动介质下的粒子系统,在Dawson假设下引出一类带广义分枝的测度值分枝过程(超过程).这类超过程描述了更丰富的粒子分枝现象,具有许多独特的性质.在此我们主要研究其积分过程即占位时过程,揭示了它的两个重要特性即密度场的存在性和长时间的收敛性. 相似文献
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We investigate the branching structure coded by the excursion above zero of a spectrally positive Lévy process. The main idea is to identify the level of the Lévy excursion as the time and count the number of jumps upcrossing the level. By regarding the size of a jump as the birth site of a particle, we construct a branching particle system in which the particles undergo nonlocal branchings and deterministic spatial motions to the left on the positive half line. A particle is removed from the system as soon as it reaches the origin. Then a measure-valued Borel right Markov process can be defined as the counting measures of the particle system. Its total mass evolves according to a Crump- Mode-Jagers (CMJ) branching process and its support represents the residual life times of those existing particles. A similar result for spectrally negative Lévy process is established by a time reversal approach. Properties of the measurevalued processes can be studied via the excursions for the corresponding Lévy processes. 相似文献
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In the framework of marked trees, a multitype branching brownian motion, described by measure-valued processes, is studied. By applying the strong branching property, the Markov property and the expression of the generator are derived for the process whose components are the measure-valued processes associated to each type particles. The conditional law of the measure-valued process describing the whole population observing the cardinality of the subpopulation of a given type particles is characterized as the unique weak solution of the Kushner‐Stratonovich equation. An explicit representation of the filter is obtained by Feyman–Kac formula using the linearized filtering equation. 相似文献
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We consider systems of spatially distributed branching particles in R
d
. The particle lifelengths are of general form, hence the time propagation of the system is typically not Markov. A natural time-space-mass scaling is applied to a sequence of particle systems and we derive limit results for the corresponding sequence of measure-valued processes. The limit is identified as the projection on R
d of a superprocess in R
+×R
d
. The additive functional characterizing the superprocess is the scaling limit of certain point processes, which count generations along a line of descent for the branching particles. 相似文献
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A random walk with a branching system in random environments 总被引:1,自引:0,他引:1
We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on Z with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system. 相似文献
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A branching particle system with changes of size is considered as a model for transport of particulate matter in air. This type of model is motivated by problems arising in the context of air pollution. High-density fluctuation limits for the process recording the positions and sizes of the particles through time are presented. These results allow to compute approximate probabilities for the temporal and spatial concentrations of particles of given sizes (in particular the small-sized pollutant particles which pose a health hazard). 相似文献
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A. Yu. Pilipenko 《Ukrainian Mathematical Journal》2005,57(9):1507-1521
We consider continual systems of stochastic equations describing the motion of a family of interacting particles whose mass
can vary in time in a random medium. It is assumed that the motion of every particle depends not only on its location at given
time but also on the distribution of the total mass of particles. We prove a theorem on unique existence, continuous dependence
on the distribution of the initial mass, and the Markov property. Moreover, under certain technical conditions, one can obtain
the measure-valued diffusions introduced by Skorokhod as the distributions of the mass of such systems of particles.
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Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 9, pp. 1289–1301, September, 2005. 相似文献
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We study a birth and death process $\{N_t\}_{t\ge0}$ in i.i.d. random environment, for which at each discontinuity, one particle might be born or at most $L$ particles might be dead. Along with investigating the existence and the recurrence criterion, we also study the law of large numbers of $\{N_t\}$. We show
that the first passage time can be written as a functional of an $L$-type branching process in random environment and a sequence of independent and exponentially distributed random variables. Consequently, an explicit velocity of the law of large numbers can be given. 相似文献