17,284 research outputs found

    Law of large numbers for branching symmetric Hunt processes with measure-valued branching rates

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    We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the branching mechanism being general and state-dependent. Our work is motivated by recent work on strong law of large numbers for branching symmetric Markov processes by Chen-Shiozawa [J. Funct. Anal., 250, 374--399, 2007] and for branching diffusions by Engl\"ander-Harris-Kyprianou [Ann. Inst. Henri Poincar\'e Probab. Stat., 46, 279--298, 2010]. Our results can be applied to some interesting examples that are covered by neither of these papers

    Strong law of large numbers for supercritical superprocesses under second moment condition

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    Suppose that X={Xt,tβ‰₯0}X=\{X_t, t\ge 0\} is a supercritical superprocess on a locally compact separable metric space (E,m)(E, m). Suppose that the spatial motion of XX is a Hunt process satisfying certain conditions and that the branching mechanism is of the form ψ(x,Ξ»)=βˆ’a(x)Ξ»+b(x)Ξ»2+∫(0,+∞)(eβˆ’Ξ»yβˆ’1+Ξ»y)n(x,dy),x∈E,Ξ»>0, \psi(x,\lambda)=-a(x)\lambda+b(x)\lambda^2+\int_{(0,+\infty)}(e^{-\lambda y}-1+\lambda y)n(x,dy), \quad x\in E, \quad\lambda> 0, where a∈Bb(E)a\in \mathcal{B}_b(E), b∈Bb+(E)b\in \mathcal{B}_b^+(E) and nn is a kernel from EE to (0,∞)(0,\infty) satisfying sup⁑x∈E∫0∞y2n(x,dy)<∞. \sup_{x\in E}\int_0^\infty y^2 n(x,dy)<\infty. Put Ttf(x)=PΞ΄xT_tf(x)=\mathbb{P}_{\delta_x}. Let Ξ»0>0\lambda_0>0 be the largest eigenvalue of the generator LL of TtT_t, and Ο•0\phi_0 and Ο•^0\hat{\phi}_0 be the eigenfunctions of LL and L^\hat{L} (the dural of LL) respectively associated with Ξ»0\lambda_0. Under some conditions on the spatial motion and the Ο•0\phi_0-transformed semigroup of TtT_t, we prove that for a large class of suitable functions ff, we have lim⁑tβ†’βˆžeβˆ’Ξ»0t<f,Xt>=W∞∫EΟ•^0(y)f(y)m(dy),PΞΌβˆ’a.s., \lim_{t\rightarrow\infty}e^{-\lambda_0 t}< f, X_t> = W_\infty\int_E\hat{\phi}_0(y)f(y)m(dy),\quad \mathbb{P}_{\mu}{-a.s.}, for any finite initial measure ΞΌ\mu on EE with compact support, where W∞W_\infty is the martingale limit defined by W∞:=lim⁑tβ†’βˆžeβˆ’Ξ»0tW_\infty:=\lim_{t\to\infty}e^{-\lambda_0t}. Moreover, the exceptional set in the above limit does not depend on the initial measure ΞΌ\mu and the function ff
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