English

Branching diffusion with interactions

Probability 2016-10-10 v1

Abstract

A dd-dimensional branching diffusion, ZZ, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter bb (we take b>0b>0 for inward O-U and b<0b<0 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 (γ>0\gamma >0) or repulsion (γ<0\gamma <0), a.s., as time tends to infinity, the center of mass of ZZ (i) converges to the origin, when b>0b>0; (ii) escapes to infinity exponentially fast (rate b|b|), when b<0b<0. We then analyze ZZ 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.

Keywords

Cite

@article{arxiv.1610.02088,
  title  = {Branching diffusion with interactions},
  author = {Janos Englander and Liang Zhang},
  journal= {arXiv preprint arXiv:1610.02088},
  year   = {2016}
}