Self-similar solutions of kinetic-type equations: the boundary case
Probability
2019-03-07 v2
Abstract
For a time dependent family of probability measures we consider a kinetic-type evolution equation where is a smoothing transform and is the Fourier--Stieltjes transform of . Assuming that the initial measure belongs to the domain of attraction of a stable law, we describe asymptotic properties of , as . 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 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