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Spatially homogeneous random evolutions
Authors:Donald A Dawson  Habib Salehi
Institution:Carleton University, Ottawa, Canada;Michigan State University USA
Abstract:Spatially homogeneous random evolutions arise in the study of the growth of a population in a spatially homogeneous random environment. The random evolution is obtained as the solution of a bilinear stochastic evolution equation. The main results are concerned with the asymptotic behavior of the solution for large times. In particular, conditions for the existence of a stationary random field are established. Furthermore space-time renormalization limit theorems are obtained which lead to either Gaussian or non-Gaussian generalized processes depending on the case under consideration.
Keywords:60H05  60H20  Random evolution  multiple Wiener integrals  limit theorems  renormalization
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