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Leif Doering

Publications and source records attributed to Leif Doering.

27 records · Page 2Linked to original sources
arXiv2012

A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes

In his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as time-changes of exponentials of Levy processes. In the past decade the problem of classifying all non-negative self-similar Markov processes that do not necessarily have zero as a trap has been solved gradually via connections to ladder height processes and excursion theory. Motivated by a recent article of Chaumont, Rivero, Panti we classify via jump-type SDEs the symmetric real-valued self-similar Markov processes that only decrease the absolute value by jumps and leave zero continuously. Our construction of these self-similar processes involves a pseudo excursion construction and singular stochastic calculus arguments ensuring that solutions to the SDEs spend zero time at zero to avoid problems caused by a "bang-bang" drift.

math.PR↗
arXiv2012

Catalytic branching processes via spine techniques and renewal theory

In this article we contribute to the moment analysis of branching processes in catalytic media. The many-to-few lemma based on the spine technique is used to derive a system of (discrete space) partial differential equations for the number of particles in a variation of constants formulation. The long-time behaviour is then deduced from renewal theorems and induction.

math.PR↗
arXiv2011

Longtime Behavior for Mutually Catalytic Branching with Negative Correlations

In several examples, dualities for interacting diffusion and particle systems permit the study of the longtime behavior of solutions. A particularly difficult model in which many techniques collapse is a two-type model with mutually catalytic interaction introduced by Dawson/Perkins for which they proved under some assumptions a dichotomy between extinction and coexistence directly from the defining equations. In the present article we show how to prove a precise dichotomy for a related model with negatively correlated noises. The proof uses moment bounds on exit-times of correlated Brownian motions from the first quadrant and explicit second moment calculations. Since the uniform integrability bound is independent of the branching rate our proof can be extended to infinite branching rate processes.

math.PR↗
arXiv2011

Mutually Catalytic Branching Processes on the Lattice and Voter Processes with Strength of Opinion

Since the seminal work of Dawson and Perkins, mutually catalytic versions of super-processes have been studied frequently. In this article we combine two approaches extending their ideas: the approach of adding correlations to the driving noise of the system is combined with the approach of obtaining new processes by letting the branching rate tend to infinity. We introduce infinite rate symbiotic branching processes which surprisingly can be interpreted as generalized voter processes with additional strength of opinions. Since many of the arguments go along the lines of known proofs this article is written as a review article.

math.PR↗
arXiv2011

Hitting properties and non-uniqueness for SDE driven by stable processes

We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coefficients. Using the Lamperti transformation for positive self-similar Markov processes we obtain a necessary and sufficient condition for almost sure extinction in finite time. We then show that for certain parameters pathwise uniqueness holds in a restricted sense, namely among solutions spending a Lebesgue-negligible amount of time at 0. A direct power transformation plays a key role.

math.PR↗
arXiv2011

(Non)Differentiability and Asymptotics for Potential Densities of Subordinators

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show how the atoms of the Levy measure translate into points of (non)smoothness.

math.PR↗
arXiv2010

On the moments and the interface of the symbiotic branching model

In this paper we introduce a critical curve separating the asymptotic behavior of the moments of the symbiotic branching model, introduced by Etheridge and Fleischmann [Stochastic Process. Appl. 114 (2004) 127--160] into two regimes. Using arguments based on two different dualities and a classical result of Spitzer [Trans. Amer. Math. Soc. 87 (1958) 187--197] on the exit-time of a planar Brownian motion from a wedge, we prove that the parameter governing the model provides regimes of bounded and exponentially growing moments separated by subexponential growth. The moments turn out to be closely linked to the limiting distribution as time tends to infinity. The limiting distribution can be derived by a self-duality argument extending a result of Dawson and Perkins [Ann. Probab. 26 (1998) 1088--1138] for the mutually catalytic branching model. As an application, we show how a bound on the 35th moment improves the result of Etheridge and Fleischmann [Stochastic Process. Appl. 114 (2004) 127--160] on the speed of the propagation of the interface of the symbiotic branching model.

math.PR↗
arXiv2009

Intermittency and Aging for the Symbiotic Branching Model

For the symbiotic branching model introduced by Etheridge/Fleischmann (2004), it is shown that aging and intermittency exhibit different behaviour for negative, zero, and positive correlations. Our approach also provides an alternative, elementary proof and refinements of classical results concerning second moments of the parabolic Anderson model with Brownian potential. Some refinements to more general (also infinite range) kernels of recent aging results of Dembo/Deuschel (2007) for interacting diffusions are given.

math.PR↗