Mostrar el registro sencillo del ítem
dc.contributor.author
Groisman, Pablo Jose
dc.contributor.author
Jonckheere, Matthieu Thimothy Samson
dc.date.available
2018-08-14T21:17:19Z
dc.date.issued
2016-09
dc.identifier.citation
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
dc.identifier.issn
2331-8422
dc.identifier.uri
http://hdl.handle.net/11336/55507
dc.description.abstract
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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Univ Washington
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
QUASI-STATIONARY MEASURES
dc.subject
TRAVELLING WAVES
dc.subject
BRANCHING LÉVY PROCESSES
dc.subject.classification
Matemática Pura
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Front propagation and quasi-stationary distributions for one-dimensional Lévy processes
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2018-08-14T14:13:34Z
dc.journal.volume
23
dc.journal.number
93
dc.journal.pagination
1-10
dc.journal.pais
Estados Unidos
dc.journal.ciudad
Los Alamos
dc.description.fil
Fil: Groisman, Pablo Jose. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas ; Argentina
dc.description.fil
Fil: Jonckheere, Matthieu Thimothy Samson. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas ; Argentina
dc.journal.title
Electronic Communications In Probability
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://arxiv.org/pdf/1609.09338
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1214/18-ECP199
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://projecteuclid.org/euclid.ecp/1544843116
Archivos asociados