Spatially homogeneous random evolutions |
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Authors: | Donald A. Dawson Habib Salehi |
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Affiliation: | Carleton University, Ottawa, Canada;Michigan State University USA |
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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. |
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Keywords: | 60H05 60H20 Random evolution multiple Wiener integrals limit theorems renormalization |
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