Transience and recurrence of random walks on percolation clusters in an ultrametric space

We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two points separated by distance $k$ is of the form $c_k/N^{k(1+\delta)}, \delta>-1$, with $c_k=C_0+C_1\log k+C_2k^\alpha$, non-negative constants $C_0, C_1, C_2$, and $\alpha>0$. Percolation was proved in Dawson and Gorostiza (2013) for $\delta0$, with $\alpha>2$. In this paper we improve the result for the critical case by showing percolation for $\alpha>0$. We use a renormalization method of the type in the previous paper in a new way which is more intrinsic to the model. The proof involves ultrametric random graphs (described in the Introduction). The results for simple (nearest neighbour) random walks on the percolation clusters are: in the case $\delta<1$ the walk is transient, and in the critical case $\delta=1, C_2>0,\alpha>0$, there exists a critical $\alpha_c\in(0,\infty)$ such that the walk is recurrent for $\alpha<\alpha_c$ and transient for $\alpha>\alpha_c$. The proofs involve graph diameters, path lengths, and electric circuit theory. Some comparisons are made with behaviours of random walks on long-range percolation clusters in the one-dimensional Euclidean lattice.Comment: 27 page

Hierarchical equilibria of branching populations

The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group $\Omega_N$ consisting of families of individuals undergoing critical branching random walk and in addition these families also develop according to a critical branching process. Strong transience of the random walk guarantees existence of an equilibrium for this two-level branching system. In the limit $N\to\infty$ (called the hierarchical mean field limit), the equilibrium aggregated populations in a nested sequence of balls $B^{(N)}_\ell$ of hierarchical radius $\ell$ converge to a backward Markov chain on $\mathbb{R_+}$. This limiting Markov chain can be explicitly represented in terms of a cascade of subordinators which in turn makes possible a description of the genealogy of the population.Comment: 62 page

Hierarchical equilibria of branching populations

The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group (Omega)N consisting of families of individuals undergoing critical branching random walk and in addition these families also develop according to a critical branching process. Strong transience of the random walk guarantees existence of an equilibrium for this two-level branching system. In the limit N -> (infinity symbol) (called the hierarchical mean field limit), the equilibrium aggregated populations in a nested sequence of balls (symbole)(N) of hierarchical radius (symbol) converge to a backward Markov chain on R+. This limiting Markov chain can be explicitly represented in terms of a cascade of subordinators which in turn makes possible a description of the genealogy of the population.Multilevel branching, hierarchical mean-field limit, strong transience,genealogy.

Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions

Functional central limit theorem; Occupation time fluctuation; Branching particle system; Generalized Wiener process; Critical dimension

A Long Range Dependence Stable Process and an Infinite Variance Branching System

We prove a functional limit theorem for the rescaled occupation time fluctuations of a (d, , )- branching particle system (particles moving in Rd according to a symmetric -stable L´evy process, branching law in the domain of attraction of a (1 + )-stable law, 0 d/(d + ), which coincides with the case of finite variance branching ( = 1), and another one for d/(d + ), where the long range dependence depends on the value of . The long range dependence is characterized by a dependence exponent which describes the asymptotic behavior of the codierence of increments of on intervals far apart, and which is d/ for the first case and (1 + - d/(d + ))d/ for the second one. The convergence proofs use techniques of S0(Rd)-valued processes.Branching particle system, occupation time fluctuation, functional limit theorem, stable process, long range dependence.

Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions

We prove limit theorems for rescaled occupation time fluctuations of a (d, , )-branching particle system (particles moving in Rd according to a spherically symmetric -stable L´evy process, (1 + )- branching, 0 (1 + )/. The fluctuation processes are continuous but their limits are stable processes with independent increments, which have jumps. The convergence is in the sense of finite-dimensional distributions, and also of space-time random fields (tightness does not hold in the usual Skorohod topology). The results are in sharp contrast with those for intermediate dimensions, /Branching particle system, critical and large dimensions, limit theorem, occupation time fluctuation, stable process.

Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence

Functional central limit theorem; Occupation time uctuation; Branching particle system; Distribution-valued Gaussian process; Fractional Brownian motion; Sub-fractional Brownian motion; Long-range dependence