English

Front propagation and quasi-stationary distributions for one-dimensional L\'evy processes

Probability 2016-09-30 v1

Abstract

We jointly investigate the existence of quasi-stationary distributions for one dimensional L\'evy 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 L\'evy processes that branches at rate rr and travels at velocity cc is equivalent to the existence of a quasi-stationary distribution for a L\'evy process with the same movement but drifted by c-c and killed at zero, with mean absorption time 1/r1/r. This also extends the known existence conditions in both contexts. As it is discussed in a companion article, this is not just a coincidence but the consequence of a relation between these two phenomena.

Keywords

Cite

@article{arxiv.1609.09338,
  title  = {Front propagation and quasi-stationary distributions for one-dimensional L\'evy processes},
  author = {Pablo Groisman and Matthieu Jonckheere},
  journal= {arXiv preprint arXiv:1609.09338},
  year   = {2016}
}

Comments

10 pages