Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum |
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Authors: | Martin Friesen Yuri Kondratiev |
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Institution: | 1.University of Wuppertal,Wuppertal,Germany;2.University of Bielefeld,Bielefeld,Germany |
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Abstract: | We study a spatial birth-and-death process on the phase space of locally finite configurations \({\varGamma }^+ \times {\varGamma }^-\) over \({\mathbb {R}}^d\). Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator \(L^+(\gamma ^-) + \frac{1}{\varepsilon }L^-\), \(\varepsilon > 0\). Here \(L^-\) describes the environment process on \({\varGamma }^-\) and \(L^+(\gamma ^-)\) describes the system process on \({\varGamma }^+\), where \(\gamma ^-\) indicates that the corresponding birth-and-death rates depend on another locally finite configuration \(\gamma ^- \in {\varGamma }^-\). We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states \(\mu _t^{\varepsilon }\) on \({\varGamma }^+ \times {\varGamma }^-\). Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let \(\mu _{\mathrm {inv}}\) be the invariant measure for the environment process on \({\varGamma }^-\). In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of \(\mu _t^{\varepsilon }\) onto \({\varGamma }^+\) converges weakly to an evolution of states on \({\varGamma }^+\) associated with the averaged Markov birth-and-death operator \({\overline{L}} = \int _{{\varGamma }^-}L^+(\gamma ^-)d \mu _{\mathrm {inv}}(\gamma ^-)\). |
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