info:eu-repo/semantics/article
Self-Similar Stable Processes Arising from High-Density Limits of Occupation Times of Particle Systems
Autor
LUIS GABRIEL GOROSTIZA Y ORTEGA
Institución
Resumen
We extend results on time-rescaled occupation time fluctuation limits of
the (d, α, β)-branching particle system (0 < α ≤ 2, 0 < β ≤ 1) with Poisson initial
condition. The earlier results in the homogeneous case (i.e., with Lebesgue initial
intensity measure) were obtained for dimensions d > α/β only, since the particle
system becomes locally extinct if d ≤ α/β. In this paper we show that by introducing
high density of the initial Poisson configuration, limits are obtained for all dimensions,
and they coincide with the previous ones if d > α/β.We also give high-density
limits for the systems with finite intensity measures (without high density no limits
exist in this case due to extinction); the results are different and harder to obtain
due to the non-invariance of the measure for the particle motion. In both cases, i.e.,
Lebesgue and finite intensity measures, for low dimensions [d < α(1 + β)/β and d <
α(2 + β)/(1 + β), respectively] the limits are determined by non-Lévy self-similar
stable processes. For the corresponding high dimensions the limits are qualitatively
different: S
(Rd
)-valued Lévy processes in the Lebesgue case, stable processes
constant in time on (0,∞) in the finite measure case. For high dimensions, the laws of
all limit processes are expressed in terms of Riesz potentials. If β = 1, the limits are
Gaussian. Limits are also given for particle systems without branching, which yields
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