Título: Hydrodynamic Limit Fluctuations of Super-Brownian Motion with a Stable Catalyst
Autores: Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics, Berlin
Mörters, Peter; University of Bath
Wachtel, Vitali; Weierstrass Institute for Applied Analysis and Stochastics, Berlin
Fecha: 2006-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Catalyst, reactant, superprocess, critical scaling, refined law of large numbers, catalytic branching, stable medium, random environment, supercritical dimension, generalised stable Ornstein-Uhlenbeck process, index jump, parabolic Anderson model with sta
60G57; 60J80; 60K35
Descripción: We consider the behaviour of a continuous super-Brownian motion catalysed by a random medium with infinite overall density under the hydrodynamic scaling of mass, time, and space. We show that, in supercritical dimensions, the scaled process converges to a macroscopic heat flow, and the appropriately rescaled random fluctuations around this macroscopic flow are asymptotically bounded, in the sense of log-Laplace transforms, by generalised stable Ornstein-Uhlenbeck processes. The most interesting new effect we observe is the occurrence of an index-jump from a Gaussian situation to stable fluctuations of index $1+\gamma$, where $\gamma \in (0,1)$ is an index associated to the medium.
Idioma: No aplica

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