Article
Branching diffusion with particle interactions 公开 Deposited
https://scholar.colorado.edu/concern/articles/d217qq13n
- Abstract
- A d-dimensional branching diffusion, Z, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter b (we take b > 0 for inward O-U and b < 0 for outward O-U). This work has been motivated by [4], where a similar model was studied, but without the drift component. We show that the large time behavior of the system depends on the interaction and the drift in a nontrivial way. Our method provides, inter alia, the SLLN for the non-interactive branching (inward) O-U process. First, regardless of attraction (γ > 0) or repulsion (γ < 0), a.s., as t → ∞, the center of mass of Zt converges to the origin when b > 0, while escapes to infinity exponentially fast (rate |b|) when b < 0. We then analyze Z as viewed from the center of mass, and finally, for the system as a whole, we provide a number of results and conjectures regarding the long term behavior of the system; some of these are scaling limits, while some others concern local extinction.
- Creator
- Date Issued
- 2016-01-01
- Academic Affiliation
- Journal Title
- Journal Issue/Number
- 67
- Journal Volume
- 21
- File Extent
- 1-25
- Subject
- 最新修改
- 2019-12-05
- Resource Type
- 权利声明
- DOI
- ISSN
- 1083-6489
- Language
关联
单件
缩略图 | 标题 | 上传日期 | 公开度 | 行动 |
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branchingDiffusionWithParticleInteractions.pdf | 2019-12-05 | 公开 | 下载 | |
branchingDiffusionWithParticleInteractions.pdf | 2019-12-05 | 公开 | 下载 |