Methodology and Computing in Applied Probability, 2017, том 19, выпуск 4, статья опубликована в англоязычной версии журнала DOI: https://doi.org/10.1007/s11009-016-9492-9(Mi mcap1)
Эта публикация цитируется в 15 научных статьях (всего в 15 статьях)
Positive discrete spectrum of the evolutionary operator of supercritical branching walks with heavy tails
Аннотация:
We consider a continuous-time symmetric supercritical branching random walk on a multidimensional lattice with a finite set of the particle generation centres, i.e. branching sources. The main object of study is the evolutionary operator for the mean number of particles both at an arbitrary point and on the entire lattice. The existence of positive eigenvalues in the spectrum of an evolutionary operator results in an exponential growth of the number of particles in branching random walks, called supercritical in the such case. For supercritical branching random walks, it is shown that the amount of positive eigenvalues of the evolutionary operator, counting their multiplicity, does not exceed the amount of branching sources on the lattice, while the maximal of these eigenvalues is always simple. We demonstrate that the appearance of multiple lower eigenvalues in the spectrum of the evolutionary operator can be caused by a kind of ‘symmetry’ in the spatial configuration of branching sources. The presented results are based on Green’s function representation of transition probabilities of an underlying random walk and cover not only the case of the finite variance of jumps but also a less studied case of infinite variance of jumps.
This study has been carried out at Lomonosov Moscow State University and at Steklov Mathematical Institute of Russian Academy of Sciences. The work was supported by the Russian Science Foundation, project no. 14-21-00162.
Поступила в редакцию: 16.11.2015 Исправленный вариант: 24.02.2016 Принята в печать: 04.03.2016
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Тип публикации:
Статья
Язык публикации: английский
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https://www.mathnet.ru/rus/mcap1
Эта публикация цитируется в следующих 15 статьяx:
Е. Б. Яровая, “Спектральные методы и их применения в анализе ветвящихся случайных блужданий”, Теория вероятн. и ее примен., 69:4 (2024), 695–711 [E. B. Yarovaya, “Spectral methods and their applications in analysis of branching random walks”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 695–711]
Е. Б. Яровая, “Спектральные методы и их применения в анализе ветвящихся случайных блужданий”, Теория вероятн. и ее примен., 69:4 (2024), 695–711; E. B. Yarovaya, “Spectral methods and their applications in analysis of branching random walks”, Theory Probab. Appl., 69:4 (2025), 553–564
D. M. Balashova, “Branching Random Walks with Alternating Sign Intensities of Branching Sources”, J Math Sci, 262:4 (2022), 442
Elena Yarovaya, Daria Balashova, Ivan Khristolyubov, Springer Proceedings in Mathematics & Statistics, 371, Recent Developments in Stochastic Methods and Applications, 2021, 144
Anastasiia Rytova, Elena Yarovaya, “Survival analysis of particle populations in branching random walks”, Communications in Statistics - Simulation and Computation, 50:10 (2021), 3031
Ekaterina Vl. Bulinskaya, “Maximum of Catalytic Branching Random Walk with Regularly Varying Tails”, J Theor Probab, 34:1 (2021), 141
E. B. Yarovaya, Springer Proceedings in Mathematics & Statistics, 358, Operator Theory and Harmonic Analysis, 2021, 387
Ekaterina Vl. Bulinskaya, “Catalytic branching random walk with semi-exponential increments”, Mathematical Population Studies, 28:3 (2021), 123
E. M. Ermishkina, E. B. Yarovaya, “Simulation of Branching Random Walks on a Multidimensional Lattice”, J Math Sci, 254:4 (2021), 469
А. И. Рытова, Е. Б. Яровая, “Моменты численностей частиц в ветвящемся случайном блуждании с тяжелыми хвостами”, УМН, 74:6 (2019), 165–166; A. I. Rytova, E. B. Yarovaya, “Moments of the numbers of particles in a heavy-tailed branching random walk”, Russian Math. Surveys, 74:6 (2019), 1126–1128
И. И. Христолюбов, Е. Б. Яровая, “Предельная теорема для надкритического ветвящегося блуждания с источниками различной интенсивности”, Теория вероятн. и ее примен., 64:3 (2019), 456–480; I. Khristolyubov, E. B. Yarovaya, “A limit theorem for supercritical random branching walks with branching sources of varying intensity”, Theory Probab. Appl., 64:3 (2019), 365–384
Ekaterina Vl. Bulinskaya, Proceedings of the 2019 2nd International Conference on Mathematics and Statistics, 2019, 6
E. Yarovaya, “Operator equations of branching random walks”, Methodol. Comput. Appl. Probab., 21:3 (2019), 1007–1021
Ekaterina Ermishkina, Elena Yarovaya, Springer Proceedings in Mathematics & Statistics, 231, Statistics and Simulation, 2018, 129
Е. Б. Яровая, “Спектральная асимптотика надкритического ветвящегося случайного блуждания”, Теория вероятн. и ее примен., 62:3 (2017), 518–541; E. B. Yarovaya, “Spectral asymptotics of supercritical branching random process”, Theory Probab. Appl., 62:3 (2018), 413–431