• Media type: E-Book; Report; Text
  • Title: Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
  • Contributor: Fleischmann, Klaus [Author]; Mörters, Peter [Author]; Wachtel, Vitali [Author]
  • imprint: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2005
  • Language: English
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.1052
  • Keywords: 60K35 ; article ; Catalyst -- reactant -- superprocess -- critical scaling -- refined law of large numbers -- catalytic branching -- stable medium -- random environment -- supercritical dimension -- generalised stable Ornstein-Uhlenbeck process -- index jump -- Anderson model with stable random potential -- infinite overall density ; 60J80 ; 60G57
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  • Description: We consider the behaviour of a continuous super-Brownian motion catalysed by a random medium with infinite overall density under the hydrodynamic scaling of mass, time, and space. We show that, in supercritical dimensions, the scaled process converges to a macroscopic heat flow, and the appropriately rescaled random fluctuations around this macroscopic flow are asymptotically bounded, in the sense of log-Laplace transforms, by generalised stable Ornstein-Uhlenbeck processes. The most interesting new effect we observe is the occurrence of an index-jump from a 'Gaussian' situation to stable fluctuations of index 1+gamma, where gamma is an index associated to the medium.