arXiv subjects

Janos Englander

Publications and source records attributed to Janos Englander.

14 recordsLinked to original sources

arXiv2022

Conservative Random Walk

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly) time-inhomogeneous Markov chain. In this article, we follow up the investigation by introducing analogous processes in ${\mathbb Z}^d$, $d\ge 2$: at time $n$ the direction of the process is ``updated'' with probability $p_n$; otherwise the next step repeats the previous one. We study some of the fundamental properties of these walks, such as transience/recurrence and scaling limits. Our results complement previous ones in the literature about ``correlated'' (or ``Newtonian'') and ``persistent'' random walks.

math.PR↗

arXiv2019

The coin-turning walk and its scaling limit

Let $S$ be the random walk obtained from "coin turning" with some sequence $\{p_n\}_{n\ge 1}$, as introduced in [6]. In this paper we investigate the scaling limits of $S$ in the spirit of the classical Donsker invariance principle, both for the heating and for the cooling dynamics. We prove that an invariance principle, albeit with a non-classical scaling, holds for "not too small" sequences, the order const$\cdot n^{-1}$ (critical cooling regime) being the threshold. At and below this critical order, the scaling behavior is dramatically different from the one above it. The same order is also the critical one for the Weak Law of Large Numbers to hold. In the critical cooling regime, an interesting process emerges: it is a continuous, piecewise linear, recurrent process, for which the one-dimensional marginals are Beta-distributed. We also investigate the recurrence of the walk and its scaling limit, as well as the ergodicity and mixing of the $n$th step of the walk.

math.PR↗

arXiv2017

Impatient random walk

We introduce a new type of random walk where the definition of edge reinforcement is very different from the one in the reinforced random walk models studied so far, and investigate its basic properties, such as null/positive recurrence, transience, and speed. Two basic cases will be dubbed "impatient" and"ageing" random walks.

math.PR↗

arXiv2017

Superdiffusions with large mass creation --- construction and growth estimates

Superdiffusions corresponding to differential operators of the form $\LL u+\beta u-\alpha u^{2}$ with large mass creation term $\beta$ are studied. Our construction for superdiffusions with large mass creations works for the branching mechanism $\beta u-\alpha u^{1+\gamma},\ 0<\gamma<1,$ as well. Let $D\subseteq\mathbb{R}^{d}$ be a domain in $\R^d$. When $\beta$ is large, the generalized principal eigenvalue $\lambda_c$ of $L+\beta$ in $D$ is typically infinite. Let $\{T_{t},t\ge0\}$ denote the Schr\"odinger semigroup of $L+\beta$ in $D$ with zero Dirichlet boundary condition. Under the mild assumption that there exists an $0<h\in C^{2}(D)$ so that $T_{t}h$ is finite-valued for all $t\ge 0$, we show that there is a unique $\mathcal{M}_{loc}(D)$-valued Markov process that satisfies a log-Laplace equation in terms of the minimal nonnegative solution to a semilinear initial value problem. Although for super-Brownian motion (SBM) this assumption requires $\beta$ be less than quadratic, the quadratic case will be treated as well. When $\lambda_c = \infty$, the usual machinery, including martingale methods and PDE as well as other similar techniques cease to work effectively, both for the construction and for the investigation of the large time behavior of the superdiffusions. In this paper, we develop the following two new techniques in the study of local/global growth of mass and for the spread of the superdiffusions: \begin{itemize} \item a generalization of the Fleischmann-Swart `Poissonization-coupling,' linking superprocesses with branching diffusions; \item the introduction of a new concept: the `{\it $p$-generalized principal eigenvalue.}' \end{itemize} The precise growth rate for the total population of SBM with $\alpha(x)=\beta(x)=1+|x|^p$ for $p\in[0,2]$ is given in this paper.

math.PR↗

arXiv2017

Survival asymptotics for branching random walks in IID environments

We first study a model, introduced recently in \cite{ES}, of a critical branching random walk in an IID random environment on the $d$-dimensional integer lattice. The walker performs critical (0-2) branching at a lattice point if and only if there is no `obstacle' placed there. The obstacles appear at each site with probability $p\in [0,1)$ independently of each other. We also consider a similar model, where the offspring distribution is subcritical. Let $S_n$ be the event of survival up to time $n$. We show that on a set of full $\mathbb P_p$-measure, as $n\to\infty$, (i) Critical case: P^{\omega}(S_n)\sim\frac{2}{qn}; (ii) Subcritical case: P^{\omega}(S_n)= \exp\left[\left( -C_{d,q}\cdot \frac{n}{(\log n)^{2/d}} \right)(1+o(1))\right], where $C_{d,q}>0$ does not depend on the branching law. Hence, the model exhibits `self-averaging' in the critical case but not in the subcritical one. I.e., in (i) the asymptotic tail behavior is the same as in a "toy model" where space is removed, while in (ii) the spatial survival probability is larger than in the corresponding toy model, suggesting spatial strategies. We utilize a spine decomposition of the branching process as well as some known results on random walks.

math.PR↗

arXiv2016

Branching diffusion with interactions

A $d$-dimensional branching diffusion, $Z$, is investigated, where the linear attraction or repulsion between particles is competing with an Ornstein-Uhlenbeck drift, with parameter $b$ (we take $b>0$ for inward O-U and $b<0$ for outward O-U). This work has been motivated by [4], where a similar model was studied, but without the drift component. We show that the large time behavior of the system depends on the interaction and the drift in a nontrivial way. Our method provides, inter alia, the SLLN for the non-interactive branching (inward) O-U process. First, regardless of attraction ($\gamma >0$) or repulsion ($\gamma <0$), a.s., as time tends to infinity, the center of mass of $Z$ (i) converges to the origin, when $b>0$; (ii) escapes to infinity exponentially fast (rate $|b|$), when $b<0$. We then analyze $Z$ as viewed from the center of mass, and finally, for the system as a whole, we show a number of results/conjectures regarding the long term behavior of the system; some of these are scaling limits, while some others concern local extinction.

math.PR↗

arXiv2016

Turning a coin over instead of tossing it

Given a sequence of numbers $\{p_n\}$ in $[0,1]$, consider the following experiment. First, we flip a fair coin and then, at step $n$, we turn the coin over to the other side with probability $p_n$, $n\ge 2$. What can we say about the distribution of the empirical frequency of heads as $n\to\infty$? We show that a number of phase transitions take place as the turning gets slower (i.e. $p_n$ is getting smaller), leading first to the breakdown of the Central Limit Theorem and then to that of the Law of Large Numbers. It turns out that the critical regime is $p_n=\text{const}/n$. Among the scaling limits, we obtain Uniform, Gaussian, Semicircle and Arcsine laws.

math.PR↗

arXiv2013

Weak extinction versus global exponential growth of total mass for superdiffusions

Consider a superdiffusion $X$ on $\mathbb R^d$ corresponding to the semilinear operator $\mathcal{A}(u)=Lu+\beta u-ku^2,$ where $L$ is a second order elliptic operator, $\beta(\cdot)$ is in the Kato class and bounded from above, and $k(\cdot)\ge 0$ is bounded on compact subsets of $\R^d$ and is positive on a set of positive Lebesgue measure. The main purpose of this paper is to complement the results obtained in \cite{Englander:2004}, in the following sense. Let $\lambda_\infty $ be the $L^\infty$-growth bound of the semigroup corresponding to the Schr\"odinger operator $L+\beta $. If $\lambda_\infty \neq0$, then we prove that, in some sense, the exponential growth/decay rate of $\|X_t\|$, the total mass of $X_t$, is $\lambda_\infty $. We also describe the limiting behavior of $\exp(-\lambda_\infty t)\|X_t\|$ in these cases. This should be compared to the result in \cite{Englander:2004}, which says that the generalized principal eigenvalue $\lambda_2$ of the operator gives the rate of {\it local} growth when it is positive, and implies local extinction otherwise. It is easy to show that $\lambda_{\infty}\ge \lambda_2$, and we discuss cases when $\lambda_{\infty}> \lambda_2$ and when $\lambda_{\infty}= \lambda_2$. When $\lambda_\infty =0$, and under some conditions on $\beta$, we give a sufficient and necessary condition for the superdiffusion $X$ to exhibit weak extinction. We show that the branching intensity $k$ affects weak extinction; this should be compared to the known result that $k$ does not affect weak {\it local} extinction (which only depends on the sign of $\lambda_2$, and which turns out to be equivalent to local extinction) of $X$.

math.PR↗

arXiv2010

Critical branching random walk in an IID environment

Using a high performance computer cluster, we run simulations regarding an open problem about d-dimensional critical branching random walks in a random IID environment The environment is given by the rule that at every site independently, with probability p>0, there is a cookie, completely suppressing the branching of any particle located there. Abstract. The simulations suggest self averaging: the asymptotic survival probability in n steps is the same in the annealed and the quenched case; it is \frac{2}{qn}, where q:=1-p. This particular asymptotics indicates a non-trivial phenomenon: the tail of the survival probability (both in the annealed and the quenched case) is the same as in the case of non-spatial unit time critical branching, where the branching rule is modified: branching only takes place with probability q for every particle at every iteration.

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arXiv2008

The Center of Mass for Spatial Branching Processes and an Application for Self-Interaction

In this paper we prove that the center of mass of a supercritical branching-Brownian motion, or that of a supercritical super-Brownian motion tends to a limiting position almost surely, which, in a sense complements a result of Tribe on the final behavior of a critical super-Brownian motion. This is shown to be true also for a model where branching Brownian motion is modified by attraction/repulsion between particles. We then put this observation together with the description of the interacting system as viewed from its center of mass, and get the following asymptotic behavior: the system asymptotically becomes a branching Ornstein Uhlenbeck process (inward for attraction and outward for repulsion), but the origin is shifted to a random point which has normal distribution, and the Ornstein Uhlenbeck particles are not independent but constitute a system with a degree of freedom which is less by their number by precisely one.

math.PR↗

arXiv2007

Strong Law of Large Numbers for branching diffusions

Let $X$ be the branching particle diffusion corresponding to the operator $Lu+β(u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $β\geq 0$ and $β\not\equiv 0$). Let $λ_{c}$ denote the generalized principal eigenvalue for the operator $L+β$ on $D$ and assume that it is finite. When $λ_{c}>0$ and $L+β-λ_{c}$ satisfies certain spectral theoretical conditions, we prove that the random measure $\exp \{-λ_{c}t\}X_{t}$ converges almost surely in the vague topology as $t$ 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'.

math.PR↗

arXiv2006

Law of large numbers for superdiffusions: the non-ergodic case

In a previous paper of Winter and the author the Law of Large Numbers for the local mass of certain superdiffusions was proved under a spectral theoretical assumption, which is equivalent to the ergodicity (positive recurrence) of the motion component of an $H$-transformed (or weighted) superprocess. In fact the assumption is also equivalent to the property that the scaling for the expectation of the local mass is pure exponential. In this paper we go beyond ergodicity, that is we consider cases when the scaling is not purely exponential. Inter alia, we prove the analog of the Watanabe-Biggins Law of Large Numbers for super-Brownian motion (SBM). We will also prove another Law of Large Numbers for a bounded set moving with subcritical speed, provided the variance term decays sufficiently fast.

math.PR↗

arXiv2005

Branching Brownian motion with "mild" Poissonian obstacles

We study a spatial branching model, where the underlying motion is Brownian motion and the branching is affected by a random collection of reproduction blocking sets called "mild" obstacles. We show that the quenched local growth rate is given by the branching rate in the `free' region . When the underlying motion is an arbitrary diffusion process, we obtain a dichotomy for the local growth that is independent of the Poissonian intensity. Finally, and most importantly, we obtain the asymptotics (in probability) of the quenched (when $d\le 2$) and the annealed (arbitrary d) global growth rates, and identify subexponential correction terms.

math.PR↗

arXiv2005

The compact support property for measure-valued processes

The purpose of this article is to give a rather thorough understanding of the compact support property for measure-valued processes corresponding to semi-linear equations of the form \[ \begin{aligned}& u_t=Lu+\beta u-\alpha u^p \text{in} R^d\times (0,\infty), p\in(1,2]; &u(x,0)=f(x) \text{in} R^d; &u(x,t)\ge0 \text{in} R^d\times[0,\infty). \end{aligned} \] In particular, we shall investigate how the interplay between the underlying motion (the diffusion process corresponding to $L$) and the branching affects the compact support property. In \cite{EP99}, the compact support property was shown to be equivalent to a certain analytic criterion concerning uniqueness of the Cauchy problem for the semi-linear parabolic equation related to the measured valued process. In a subsequent paper \cite{EP03}, this analytic property was investigated purely from the point of view of partial differential equations. Some of the results obtained in this latter paper yield interesting results concerning the compact support property. In this paper, the results from \cite{EP03} that are relevant to the compact support property are presented, sometimes with extensions. These results are interwoven with new results and some informal heuristics. Taken together, they yield a rather comprehensive picture of the compact support property. \it Inter alia\rm, we show that the concept of a measure-valued process \it hitting\rm a point can be investigated via the compact support property, and suggest an alternate proof of a result concerning the hitting of points by super-Brownian motion.

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