English

Strong Law of Large Numbers for branching diffusions

Probability 2007-09-04 v1

Abstract

Let XX be the branching particle diffusion corresponding to the operator Lu+β(u2u)Lu+\beta (u^{2}-u) on DRdD\subseteq \mathbb{R}^{d} (where β0\beta \geq 0 and β≢0\beta\not\equiv 0). Let λc\lambda_{c} denote the generalized principal eigenvalue for the operator L+βL+\beta on DD and assume that it is finite. When λc>0\lambda_{c}>0 and L+βλcL+\beta-\lambda_{c} satisfies certain spectral theoretical conditions, we prove that the random measure exp{λct}Xt\exp \{-\lambda_{c}t\}X_{t} converges almost surely in the vague topology as tt tends to infinity. This result is motivated by a cluster of articles due to Asmussen and Hering dating from the mid-seventies as well as the more recent work concerning analogous results for superdiffusions of \cite{ET,EW}. We extend significantly the results in \cite{AH76,AH77} and include some key examples of the branching process literature. As far as the proofs are concerned, we appeal to modern techniques concerning martingales and `spine' decompositions or `immortal particle pictures'.

Keywords

Cite

@article{arxiv.0709.0272,
  title  = {Strong Law of Large Numbers for branching diffusions},
  author = {Janos Englander and Simon C. Harris and Andreas E. Kyprianou},
  journal= {arXiv preprint arXiv:0709.0272},
  year   = {2007}
}

Comments

21 pages

R2 v1 2026-06-21T09:13:23.785Z