A scaling limit theorem for a class of superdiffusions

János Engländer, Dmitry Turaev

Research output: Contribution to journalArticlepeer-review

38 Scopus citations

Abstract

Consider the σ-finite measure-valued diffusion corresponding to the evolution equation ut = Lu + β(x)u - f(x, u), where f(x,u) = α(x)u2 + ∫0 (e-ku - 1 + ku)n(x,dk) and n is a smooth kernel satisfying an integrability condition. We assume that β, α ∈ Cη(ℝd) with η ∈ (0, 1], and α > 0. Under appropriate spectral theoretical assumptions we prove the existence of the random measure limt↑∞ e-λctXt(dx) (with respect to the vague topology), where λc is the generalized principal eigenvalue of L + β on ℝd and it is assumed to be finite and positive, completing a result of Pinsky on the expectation of the rescaled process. Moreover, we prove that this limiting random measure is a nonnegative nondegenerate random multiple of a deterministic measure related to the operator L + β. When β is bounded from above, X is finite measure-valued. In this case, under an additional assumption on L + β, we can actually prove the existence of the previous limit with respect to the weak topology. As a particular case, we show that if L corresponds to a positive recurrent diffusion Y and β is a positive constant, then limt↑∞ e-βt Xt(dx) exists and equals a nonnegative nondegenerate random multiple of the invariant measure for Y. Taking L = 1/2 δ on ℝ and replacing β by δ0 (super-Brownian motion with a single point source), we prove a similar result with λc replaced by 1/2 and with the deterministic measure e-|x|dx, giving an answer in the affirmative to a problem proposed by Engländer and Fleischmann [Stochastic Process. Appl. 88 (2000) 37-58]. The proofs are based upon two new results on invariant curves of strongly continuous nonlinear semigroups.

Original languageEnglish
Pages (from-to)683-722
Number of pages40
JournalAnnals of Probability
Volume30
Issue number2
DOIs
StatePublished - 1 Apr 2002
Externally publishedYes

Keywords

  • Invariant curve
  • Measure-valued process
  • Scaling limit
  • Single point source
  • Super-Brownian motion
  • Superprocess

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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