Convergence of a “Gibbs-Boltzmann” random measure for a typed branching diffusion

Simon C. Harris

Séminaire de probabilités de Strasbourg (2000)

  • Volume: 34, page 239-256

How to cite

top

Harris, Simon C.. "Convergence of a “Gibbs-Boltzmann” random measure for a typed branching diffusion." Séminaire de probabilités de Strasbourg 34 (2000): 239-256. <http://eudml.org/doc/114040>.

@article{Harris2000,
author = {Harris, Simon C.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingales; long-term behaviour; branching diffusion; martingale expansion},
language = {eng},
pages = {239-256},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Convergence of a “Gibbs-Boltzmann” random measure for a typed branching diffusion},
url = {http://eudml.org/doc/114040},
volume = {34},
year = {2000},
}

TY - JOUR
AU - Harris, Simon C.
TI - Convergence of a “Gibbs-Boltzmann” random measure for a typed branching diffusion
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 239
EP - 256
LA - eng
KW - martingales; long-term behaviour; branching diffusion; martingale expansion
UR - http://eudml.org/doc/114040
ER -

References

top
  1. [1] Biggins, J. (1992) Uniform convergence in the branching random walk, Ann. Probab., 20, 137-151 Zbl0748.60080MR1143415
  2. [2] Breiman, L. (1968) Probability. Addison-Wesley, London. Zbl0174.48801MR229267
  3. [3] Champneys, A., Harris, S.C., Toland, J.F., Warren, J. & Williams, D. (1995) Analysis, algebra and probability for a coupled system of reaction-diffusion equations, Phil. Trans. Roy. Soc. London (A), 350, 69-112. Zbl0824.60070
  4. [4] Chauvin, B. & Rouault, A. (1997) Boltzmann-Gibbs weights in the branching random walk. Classical and Modern Branching Processes (ed. Athreya, Krishna, et al.), IMA Vol. Math. Appl., 84, pp 41-50. Springer, New York. Zbl0866.60074
  5. [5] Git, Y. & Harris, S.C. (2000) Large-deviations and martingales for a typed branching diffusion: II, (In preparation). 
  6. [6] Harris, S.C. & Williams, D. (1996) Large-deviations and martingales for a typed branching diffusion : I, Astérisque, 236, 133-154. Zbl0857.60088
  7. [7] Harris, S.C. (2000) A typed branching diffusion, a reaction-diffusion equation and travelling-waves. (In preparation). 
  8. [8] McKean, H.P. (1975) Application of Brownian motion to the equation of Kolmogorov-Petrovskii-Piskunov. Comm. Pure Appl. Math.28, 323-331. Zbl0316.35053MR400428
  9. [9] McKean, H.P. (1976) Correction to the above. Comm. Pure Appl. Math.29, 553-554. Zbl0354.35051MR423558
  10. [10] Neveu, J. (1987) Multiplicative martingales for spatial branching processes. Seminar on Stochastic Processes (ed. E.Çinlar, K.Chung and R.Getoor), Progress in Probability & Statistics. 15. pp. 223-241. Birkhäuser, Boston. Zbl0652.60089
  11. [11] Revuz, D. & Yor, M. (1991) Continuous martingales and Brownian motion. Springer, Berlin. Zbl0731.60002
  12. [12] Rogers, L.C.G. & Williams, D. (1994) Diffusions, Markov processes and martingales. Volume 1: Foundations. (Second Edition). Wiley,Chichester and New York. Zbl0826.60002
  13. [13] Rogers, L.C.G. & Williams, D. (1987) Diffusions, Markov processes and martingales. Volume 2: Itô Calculus. Wiley, Chichester and New York. Zbl0627.60001
  14. [14] Szegö, G. (1967) Orthogonal Polynomials (Third Edition). American Mathematical Society Colloquium Publications, Volume XXIII. Zbl65.0278.03MR310533

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.