Hostname: page-component-78c5997874-dh8gc Total loading time: 0 Render date: 2024-11-10T12:06:22.045Z Has data issue: false hasContentIssue false

The branching random field

Published online by Cambridge University Press:  01 July 2016

Gail Ivanoff*
Affiliation:
University of Ottawa
*
Postal address: Faculty of Science and Engineering, Department of Mathematics, University of Ottawa, Ottawa, Ontario K1N 9B4, Canada.

Abstract

The branching random field is studied under general branching and diffusion laws. Under a renormalization transformation it is shown that at finite fixed time the branching random field converges in law to a generalized Gaussian random field with independent increments. Very mild moment conditions are imposed on the branching process. Under more restrictive conditions on the branching and diffusion processes, the existence of a steady state distribution is proven in the critical case. A central limit theorem is proven for the renormalized steady state, but the limiting Gaussian random field no longer has independent increments. The covariance kernel is now a multiple of the potential kernel of the diffusion process.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1980 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Berge, C. (1971) Principles of Combinatorics. Academic Press, New York.Google Scholar
Brillinger, D. R. (1975) Statistical inference for stationary point processes. In Stochastic Processes and Related Topics , ed. Puri, M. L. Academic Press, New York, 5599.Google Scholar
Daley, D. J. and Vere-Jones, D. (1972) A summary of the theory of point processes, In Stochastic Point Processes: Statistical Analysis, Theory and Applications , ed. Lewis, P.A.W. Wiley, New York, 299383.Google Scholar
Dawson, D. A. and Ivanoff, B. G. (1978) Branching diffusions and random measures. In Branching Processes ed. Ney, P. and Joffe, A. Dekker, New York, 61104.Google Scholar
Fleischman, J. (1978) Limiting distributions for branching random fields. Trans. Amer. Math. Soc. 239, 353389.Google Scholar
Ito, K. and McKean, H. P. (1965) Diffusion Processes and their Sample Paths. Grundlehren der Math. Wissenschaften 125, Springer-Verlag, New York.Google Scholar
Ivanoff, B. G. (1980) The branching diffusion with immigration. J. Appl. Prob. 17, 115.Google Scholar
Jones, D. S. (1966) Generalized Functions. McGraw-Hill, Maidenhead Berks.Google Scholar
Moyal, J. E. (1962) The general theory of stochastic population processes. Acta Math. 108, 131.Google Scholar
Sawyer, S. (1976) Branching diffusion processes in population genetics. Adv. Appl. Prob. 8, 659689.Google Scholar
Westcott, M. (1972) The probability generating functional. J. Austral. Math. Soc. 14, 448466.Google Scholar