Strong Law of Large Numbers for branching diffusions
Engländer, János ; Harris, Simon C. ; Kyprianou, Andreas E.
Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, p. 279-298 / Harvested from Project Euclid
Let X be the branching particle diffusion corresponding to the operator Lu+β(u2−u) on D⊆ℝd (where β≥0 and β≢0). Let λc denote the generalized principal eigenvalue for the operator L+β on D and assume that it is finite. When λc>0 and L+β−λc satisfies certain spectral theoretical conditions, we prove that the random measure exp{−λct}Xt converges almost surely in the vague topology as t tends to infinity. This result is motivated by a cluster of articles due to Asmussen and Hering dating from the mid-seventies as well as the more recent work concerning analogous results for superdiffusions of [Ann. Probab. 30 (2002) 683–722, Ann. Inst. H. Poincaré Probab. Statist. 42 (2006) 171–185]. We extend significantly the results in [Z. Wahrsch. Verw. Gebiete 36 (1976) 195–212, Math. Scand. 39 (1977) 327–342, J. Funct. Anal. 250 (2007) 374–399] and include some key examples of the branching process literature. As far as the proofs are concerned, we appeal to modern techniques concerning martingales and “spine” decompositions or “immortal particle pictures.”
Publié le : 2010-02-15
Classification:  Law of Large Numbers,  Spine decomposition,  Spatial branching processes,  Branching diffusions,  Measure-valued processes,  h-transform,  Criticality,  Product-criticality,  Generalized principal eigenvalue,  60J60,  60J80
@article{1267454117,
     author = {Engl\"ander, J\'anos and Harris, Simon C. and Kyprianou, Andreas E.},
     title = {Strong Law of Large Numbers for branching diffusions},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {46},
     number = {1},
     year = {2010},
     pages = { 279-298},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1267454117}
}
Engländer, János; Harris, Simon C.; Kyprianou, Andreas E. Strong Law of Large Numbers for branching diffusions. Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, pp.  279-298. http://gdmltest.u-ga.fr/item/1267454117/