Open Access
October, 1995 On the Large Time Growth Rate of the Support of Supercritical Super- Brownian Motion
Ross G. Pinsky
Ann. Probab. 23(4): 1748-1754 (October, 1995). DOI: 10.1214/aop/1176987801

Abstract

Consider the supercritical super-Brownian motion $X(t,\cdot)$ on $R^d$ corresponding to the evolution equation $u_t = \frac{D}{2}\Delta u + u - u^2.$ We obtain rather tight bounds on $P_\mu(X(s,B^c_n(0)) = 0$, for all $s \in \lbrack 0,t\rbrack)$ and on $P_\mu(X(t,B^c_n(0)) = 0)$, for large $n$, where $P_\mu$ denotes the measure corresponding to the supercritical super-Brownian motion starting from the finite measure, $\mu, B_n(0) \subset R^d$ denotes the ball of radius $n$ centered at the origin and $B^c_n(0)$ denotes its complement. In particular, we show, for example, that if $\mu$ is a compactly supported, finite measure on $R^d$, then $\lim_{n\rightarrow\infty} P_\mu(X(t,B^c_n(0)) = 0, \text{for all} t \in \lbrack 0,\gamma n\rbrack) = 1 \text{if} \gamma < (2D)^{-1/2}$ and $\lim_{n\rightarrow\infty} P_\mu(X(\gamma n, B^c_n(0)) = 0\mid\text{the process survives}) = 0 \text{if} \gamma > (2D)^{-1/2}.$

Citation

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Ross G. Pinsky. "On the Large Time Growth Rate of the Support of Supercritical Super- Brownian Motion." Ann. Probab. 23 (4) 1748 - 1754, October, 1995. https://doi.org/10.1214/aop/1176987801

Information

Published: October, 1995
First available in Project Euclid: 19 April 2007

zbMATH: 0852.60094
MathSciNet: MR1379166
Digital Object Identifier: 10.1214/aop/1176987801

Subjects:
Primary: 60J80
Secondary: 60J25

Keywords: Measure-valued process , Super-Brownian motion , supercritical

Rights: Copyright © 1995 Institute of Mathematical Statistics

Vol.23 • No. 4 • October, 1995
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