ONE LIMIT THEOREM FOR BRANCHING RANDOM WALKS

被引:1
|
作者
Smorodina, N., V [1 ,2 ,3 ]
Yarovaya, E. B. [3 ,4 ]
机构
[1] Russian Acad Sci, St Petersburg Dept, Steklov Math Inst, St Petersburg, Russia
[2] St Petersburg State Univ, St Petersburg, Russia
[3] Russian Acad Sci, Steklov Math Inst, Moscow, Russia
[4] Lomonosov Moscow State Univ, Moscow, Russia
基金
俄罗斯科学基金会;
关键词
branching random walk; the Kolmogorov equations; martingale; limit theorems; MODEL;
D O I
10.1137/S0040585X97T991672
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The foundations of the general theory of Markov random processes were laid by d E N. In the present paper, we consider a branching random walk where particles may die or produce descendants at any point of the lattice. Motion of each particle on Zd is described by a symmetric homogeneous irreducible random walk. It is assumed that the branching rate of particles at x E Zd tends to zero as pi x pi -+ oo, and that an additional condition on the parameters of the branching random walk, which gives that the mean population size of particles at each point Zd grows exponentially in time, is met. In this case, the walk generation operator in the right-hand side of the equation for the mean population size of particles undergoes a perturbation due to possible generation of particles at points Zd. Equations of this kind with perturbation of the diffusion operator in R2, which were considered by Kolmogorov, Petrovsky, and Piskunov in 1937, continue being studied using the theory of branching random walks on discrete structures. Under the above assumptions, we prove a limit theorem on mean-square convergence of the normalized number of particles at an arbitrary fixed point of the lattice as t -+ oo.
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页码:630 / 642
页数:13
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