English

Self-similar solutions of kinetic-type equations: the boundary case

Probability 2019-03-07 v2

Abstract

For a time dependent family of probability measures (ρt)t0(\rho_t)_{t\ge 0} we consider a kinetic-type evolution equation ϕt/t+ϕt=Q^ϕt\partial \phi_t/\partial t + \phi_t = \widehat{Q} \phi_t where Q^\widehat{Q} is a smoothing transform and ϕt\phi_t is the Fourier--Stieltjes transform of ρt\rho_t. Assuming that the initial measure ρ0\rho_0 belongs to the domain of attraction of a stable law, we describe asymptotic properties of ρt\rho_t, as tt\to\infty. We consider the critical regime when the standard normalization leads to a degenerate limit and find an appropriate scaling ensuring a non-degenerate self-similar limit. Our approach is based on a probabilistic representation of probability measures (ρt)t0(\rho_t)_{t\ge 0} that refines the corresponding construction proposed in Bassetti and Ladelli [Ann. Appl. Probab. 22(5): 1928--1961, 2012].

Keywords

Cite

@article{arxiv.1804.05418,
  title  = {Self-similar solutions of kinetic-type equations: the boundary case},
  author = {Kamil Bogus and Dariusz Buraczewski and Alexander Marynych},
  journal= {arXiv preprint arXiv:1804.05418},
  year   = {2019}
}

Comments

to appear in Stochastic Processes and their Applications