Large deviations for the growth rate of the support of supercritical super-Brownian motion

被引:8
作者
Engländer, J [1 ]
机构
[1] Univ Calif Santa Barbara, Dept Stat & Appl Probabil, Santa Barbara, CA 93106 USA
关键词
measure-valued process; superdiffusion; super-Brownian motion; branching Brownian motion; subcritical wave speed; large deviations; KPP-equation;
D O I
10.1016/j.spl.2003.12.003
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
We prove a large deviation result for the growth rate of the support of the d-dimensional (strictly dyadic) branching Brownian motion Z and the d-dimensional (supercritical) super-Brownian motion X. We show that the probability that Z (X) remains in a smaller than typical ball up to time t is exponentially small in t and we compute the cost function. The cost function turns out to be the same for Z and X. In the proof we use a decomposition result due to Evans and O'Connell and elementary probabilistic arguments. Our method also provides a short alternative proof for the lower estimate of the large time growth rate of the support of X, first obtained by Pinsky by pde methods. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码:449 / 456
页数:8
相关论文
共 19 条
[1]  
[Anonymous], 1985, ANN MATH STUDIES
[2]  
[Anonymous], LECT NOTES BIOMATHEM
[3]   THE GROWTH AND SPREAD OF THE GENERAL BRANCHING RANDOM WALK [J].
Biggins, J. D. .
ANNALS OF APPLIED PROBABILITY, 1995, 5 (04) :1008-1024
[4]   GROWTH-RATES IN THE BRANCHING RANDOM-WALK [J].
BIGGINS, JD .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 48 (01) :17-34
[5]   1ST-BIRTH AND LAST-BIRTH PROBLEMS FOR A MULTITYPE AGE-DEPENDENT BRANCHING-PROCESS [J].
BIGGINS, JD .
ADVANCES IN APPLIED PROBABILITY, 1976, 8 (03) :446-459
[6]   CHERNOFFS THEOREM IN BRANCHING RANDOM-WALK [J].
BIGGINS, JD .
JOURNAL OF APPLIED PROBABILITY, 1977, 14 (03) :630-636
[7]   ASYMPTOTIC SHAPE OF BRANCHING RANDOM-WALK [J].
BIGGINS, JD .
ADVANCES IN APPLIED PROBABILITY, 1978, 10 (01) :62-84
[8]   KPP EQUATION AND SUPERCRITICAL BRANCHING BROWNIAN-MOTION IN THE SUBCRITICAL SPEED AREA - APPLICATION TO SPATIAL TREES [J].
CHAUVIN, B ;
ROUAULT, A .
PROBABILITY THEORY AND RELATED FIELDS, 1988, 80 (02) :299-314
[9]  
Dawson D.A., 1993, LECT NOTES MATH, V1541, P1, DOI DOI 10.1007/BFB0084190
[10]   On the construction and support properties of measure-valued diffusions on D ⊆ Rd with spatially dependent branching [J].
Engländer, J ;
Pinsky, RG .
ANNALS OF PROBABILITY, 1999, 27 (02) :684-730