Branching diffusion with interactions
Abstract
A -dimensional branching diffusion, , is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter (we take for inward O-U and for outward O-U). This work has been motivated by [4], where a similar model was studied, but without the drift component. We show that the large time behavior of the system depends on the interaction and the drift in a nontrivial way. Our method provides, inter alia, the SLLN for the non-interactive branching (inward) O-U process. First, regardless of attraction () or repulsion (), a.s., as time tends to infinity, the center of mass of (i) converges to the origin, when ; (ii) escapes to infinity exponentially fast (rate ), when . We then analyze as viewed from the center of mass, and finally, for the system as a whole, we show a number of results/conjectures regarding the long term behavior of the system; some of these are scaling limits, while some others concern local extinction.
Cite
@article{arxiv.1610.02088,
title = {Branching diffusion with interactions},
author = {Janos Englander and Liang Zhang},
journal= {arXiv preprint arXiv:1610.02088},
year = {2016}
}