2010
DOI: 10.1214/09-aop520
|View full text |Cite
|
Sign up to set email alerts
|

Infinite rate mutually catalytic branching

Abstract: Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give descriptions of this process in terms of its semigroup in terms of the infinitesimal generator and as the solution of a martingale problem. We also give a strong construction in terms of a planar Brownian motion from which we infer a path property of the process. This is the firs… Show more

Help me understand this report
View preprint versions

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1

Citation Types

0
20
0

Year Published

2010
2010
2020
2020

Publication Types

Select...
6

Relationship

5
1

Authors

Journals

citations
Cited by 10 publications
(20 citation statements)
references
References 18 publications
0
20
0
Order By: Relevance
“…It is clear that (Λ t ) t≥0 is increasing with Λ 0 = 0. We check condition (14): By [19], Theorem 5 (see also [18], Theorem 1.1(b)), we can find a sequence γ k ↑ ∞ and a set I ⊆ (0, ∞) of full Lebesgue measure such that the finite dimensional distributions of (Λ [γ k ] t ) t∈I converge weakly to those of (Λ t ) t∈I as k → ∞. Fix t ∈ I.…”
Section: Properties Of Limit Pointsmentioning
confidence: 99%
See 2 more Smart Citations
“…It is clear that (Λ t ) t≥0 is increasing with Λ 0 = 0. We check condition (14): By [19], Theorem 5 (see also [18], Theorem 1.1(b)), we can find a sequence γ k ↑ ∞ and a set I ⊆ (0, ∞) of full Lebesgue measure such that the finite dimensional distributions of (Λ [γ k ] t ) t∈I converge weakly to those of (Λ t ) t∈I as k → ∞. Fix t ∈ I.…”
Section: Properties Of Limit Pointsmentioning
confidence: 99%
“…Proof of Proposition 5.1. By Definition 1.8, there exist increasing processes (Λ t ) t≥0 ∈ D [0,∞) (M tem ) and (Λ t ) t≥0 ∈ D [0,∞) (M rap ), with Λ 0 = Λ 0 = 0 and satisfying (14), such that for all test functions, expression (15) is a martingale. For the purposes of the proof, we may assume that (µ, ν, Λ) and (μ,ν,Λ) are defined on a common sample space Ω and are independent of each other.…”
mentioning
confidence: 99%
See 1 more Smart Citation
“…For ̺ ≥ 0, it is still an open problem how to construct the infinite rate limit of this model. If we replace the real line as site space by some discrete space and replace 1 2 ∂ 2 x by the generator of some Markov chain on this site space, then for ̺ = 0 the infinite rate process was studied in great detail in [KM10], [KM12a], [KM12b] and [KO10]. The main tool for showing (weak) uniqueness for the solutions of (1.1) is a self-duality relation that goes back to Mytnik [Myt98] for the case ̺ = 0 and Etheridge and Fleischmann [EF04] in the case ̺ = 0.…”
Section: Introduction 1motivation and First Resultsmentioning
confidence: 99%
“…The analogous statement holds for x = (0, x 2 ) ∈ E. The measure ν x can be thought of as the prototypic measure for jumps away from x when there is an immigration of the respective other type. Due to symmetry and a scaling relation, all the measures ν x are simple transformations (described below implicitly, see also [KM10], discussion before (5.5)) of the measure ν := ν (1,0) . This measure ν on E can be explicitly described in terms of its Lebesgue densities…”
Section: Letmentioning
confidence: 99%