Supercritical super-Brownian motion with a general branching mechanism and travelling waves

Andreas E Kyprianou, R L Liu, A Murillo-Salas, Y X Ren

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10 Citations (Scopus)
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Abstract

We offer a probabilistic treatment of the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism. Whilst we are strongly guided by the reasoning in Kyprianou (Ann. Inst. Henri Poincaré Probab. Stat. 40 (2004) 53–72) for branching Brownian motion, the current paper offers a number of new insights. Our analysis incorporates the role of Seneta–Heyde norming which, in the current setting, draws on classical work of Grey (J. Appl. Probab. 11 (1974) 669–677). We give a pathwise explanation of Evans’ immortal particle picture (the spine decomposition) which uses the Dynkin–Kuznetsov N-measure as a key ingredient. Moreover, in the spirit of Neveu’s stopping lines we make repeated use of Dynkin’s exit measures. Additional complications arise from the general nature of the branching mechanism. As a consequence of the analysis we also offer an exact X(logX)2 moment dichotomy for the almost sure convergence of the so-called derivative martingale at its critical parameter to a non-trivial limit. This differs to the case of branching Brownian motion (Ann. Inst. Henri Poincaré Probab. Stat. 40 (2004) 53–72), and branching random walk (Adv. in Appl. Probab. 36 (2004) 544–581), where a moment ‘gap’ appears in the necessary and sufficient conditions. Our probabilistic treatment allows us to replicate known existence, uniqueness and asymptotic results for the travelling wave equation, which is related to a super-Brownian motion.
Original languageEnglish
Pages (from-to)661-687
Number of pages27
JournalAnnales de l'Institut Henri Poincaré: Probabilités et Statistiques
Volume48
Issue number3
DOIs
Publication statusPublished - Aug 2012

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