Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
Probability
2007-05-23 v1
Abstract
We consider the behaviour of a continuous super-Brownian motion catalysed by a random medium with infinite overall density under the hydrodynamic scaling of mass, time, and space. We show that, in supercritical dimensions, the scaled process converges to a macroscopic heat flow, and the appropriately rescaled random fluctuations around this macroscopic flow are asymptotically bounded, in the sense of log-Laplace transforms, by generalised stable Ornstein-Uhlenbeck processes. The most interesting new effect we observe is the occurrence of an index-jump from a 'Gaussian' situation to stable fluctuations of index 1+gamma, where gamma is an index associated to the medium.
Keywords
Cite
@article{arxiv.math/0508368,
title = {Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst},
author = {Klaus Fleischmann and Peter Moerters and Vitali Wachtel},
journal= {arXiv preprint arXiv:math/0508368},
year = {2007}
}
Comments
40 pages