Location of Repository

Probabilistic study of a dynamical system

By Jon Warren and D. Williams

Abstract

This paper investigates the relation between a branching process and a non-linear dynamical system in C2. This idea has previously been fruitful in many investigations, including that of the FKPP equation by McKean, Neveu, Bramson, and others. Our concerns here are somewhat different from those in other work: we wish to elucidate those features of the dynamical system which correspond to the long-term behaviour of the random process. In particular, we are interested in how the dimension of the global attractor corresponds to that of the tail {sigma}-algebra of the process. The Poincaré–Dulac operator which (locally) intertwines the non-linear system with its linearization may sometimes be exhibited as a Fourier–Laplace transform of tail-measurable random variables; but things change markedly when parameters cross values giving the ‘primary resonance’ in the Poincaré–Dulac sense. Probability proves effective in establishing global properties amongst which is a clear description of the global convergence to the attractor. Several of our probabilistic results are analogues of ones obtained by Kesten and Stigum, and by Athreya and Ney, for discrete branching processes. Our simpler context allows the use of Itô calculus. Because the paper bridges two subjects, dynamical-system theory and probability theory, we take considerable care with the exposition of both aspects. For probabilist readers, we provide a brief guide to Poincaré–Dulac theory; and we take the view that in a paper which we hope will be read by analysts, it would be wrong to fudge any details of rigour in our probabilistic arguments

Topics: QA
Publisher: Cambridge University Press
Year: 2000
OAI identifier: oai:wrap.warwick.ac.uk:838

Suggested articles

Preview

Citations

  1. (1975). Application of Brownian motion to the equation of Kolmogorov±Petrovskii± Piskunov', doi
  2. (1991). Continuous martingales and Brownian motion (Springer, doi
  3. (1983). Convergence of the solutions of the Kolmogorov equation to travelling waves', doi
  4. (1994). Diffusions, Markov processes and martingales. Volume 1: foundations, 2nd edn (Wiley, doi
  5. (1987). Diffusions, Markov processes and martingales. Volume 2: Ito à calculus (Wiley, doi
  6. (1984). Èrmander, The analysis of linear partial differential operators,
  7. (1983). Geometric methods in the theory of ordinary differential equations (translated from the Russian,
  8. (1978). Maximal displacement of branching Brownian motion', doi
  9. (1993). Measure-valued Markov processes', E Âcole d'E
  10. (1987). Multiplicative martingales for spatial branching processes', doi
  11. (1976). Ordinary differential equations in the complex domain doi
  12. (1995). Some aspects of branching processes', PhD Thesis,

To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.