Front propagation and quasi-stationary distributions for one-dimensional Lévy processes
; Jonckheere, Matthieu Thimothy Samson 
Otros responsables
Fecha
09/2016
Editorial
Univ Washington
Revista
Electronic Communications In Probability
Título del libro
Nombre del evento
Fecha del evento
Institución organizadora
ISSN
2331-8422
eISSN
ISBN
Idioma
Inglés
Tipo del evento
Clasificación temática
Palabras clave
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.
Colecciones
Aprobación
Revisión
Complementado por
Referenciado por
Licencia Creative Commons
Excepto donde se indique lo contrario, la licencia de este ítem se describe como by-nc-sa
