A particle system in Euclidean space is considered where the particles are subject to spatial motion according to a symmetric stable law and to a critical branching law in the domain of attraction of a stable law. The "branching intensity" may be position-dependent (varying medium) or be given by a realization of a random field (random medium). It is shown that under natural assumptions the hydrodynamic limit fluctuations around the macroscopic flow are the same as those given by the "averaged medium," the limit being a generalized stable Ornstein-Uhlenbeck process. The convergence proof is based on an analysis of a nonlinear integral equation with random coefficients.
Publié le : 1989-07-14
Classification:
Critical branching,
random medium (environment),
fluctuations,
hydrodynamics,
stable distribution,
averaging,
infinite particle system,
60J80,
60F17,
60G20,
60G55
@article{1176991258,
author = {Dawson, Donald A. and Fleischmann, Klaus and Gorostiza, Luis G.},
title = {Stable Hydrodynamic Limit Fluctuations of a Critical Branching Particle System in a Random Medium},
journal = {Ann. Probab.},
volume = {17},
number = {4},
year = {1989},
pages = { 1083-1117},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991258}
}
Dawson, Donald A.; Fleischmann, Klaus; Gorostiza, Luis G. Stable Hydrodynamic Limit Fluctuations of a Critical Branching Particle System in a Random Medium. Ann. Probab., Tome 17 (1989) no. 4, pp. 1083-1117. http://gdmltest.u-ga.fr/item/1176991258/