Artículo
Front propagation and quasi-stationary distributions for one-dimensional Lévy processes
Fecha de publicación:
09/2016
Editorial:
Univ Washington
Revista:
Electronic Communications In Probability
ISSN:
2331-8422
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We jointly investigate the existence of quasi-stationary distributions for one dimensional Lévy processes and the existence of traveling waves for the Fisher-Kolmogorov-Petrovskii-Piskunov (F-KPP) equation associated with the same motion. Using probabilistic ideas developed by S. Harris, we show that the existence of a traveling wave for the F-KPP equation associated with a centered Lévy processes that branches at rate r and travels at velocity c is equivalent to the existence of a quasi-stationary distribution for a Lévy process with the same movement but drifted by −c and killed at zero, with mean absorption time 1/r. This also extends the known existence conditions in both contexts. As it is discussed in [12], this is not just a coincidence but the consequence of a relation between these two phenomena.
Palabras clave:
QUASI-STATIONARY MEASURES
,
TRAVELLING WAVES
,
BRANCHING LÉVY PROCESSES
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Articulos(IMAS)
Articulos de INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"
Articulos de INSTITUTO DE INVESTIGACIONES MATEMATICAS "LUIS A. SANTALO"
Citación
Groisman, Pablo Jose; Jonckheere, Matthieu Thimothy Samson; Front propagation and quasi-stationary distributions for one-dimensional Lévy processes; Univ Washington; Electronic Communications In Probability; 23; 93; 9-2016; 1-10
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