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Renming Song

Publications and source records attributed to Renming Song.

At least 55 records · Page 3Linked to original sources

Lower deviation for the supremum of the support of super-Brownian motion

We study the asymptotic behavior of the supremum $M_t$ of the support of a supercritical super-Brownian motion. In our recent paper (Stoch. Proc. Appl. 137 (2021), 1-34), we showed that, under some conditions, $M_t-m(t)$ converges in distribution to a randomly shifted Gumbel random variable, where $m(t)=c_0t-c_1\log t$. In the same paper, we also studied the upper large deviation of $M_t$, i.e., the asymptotic behavior of $\mathbb{P}(M_t>δc_0t) $ for $δ\ge 1$. In this paper, we study the lower large deviation of $M_t$, i.e., the asymptotic behavior of $\mathbb{P}(M_t\le δc_0t|\mathcal{S}) $ for $δ<1$, where $\mathcal{S}$ is the survival event.

math.PR↗

On potential theory of Markov processes with jump kernels decaying at the boundary

Motivated by some recent potential theoretic results on subordinate killed Lévy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of the form $J^D(x,y)=j(|x-y|)\mathcal{B}(x,y)$ and critical killing functions. Here $j(|x-y|)$ is the Lévy density of an isotropic stable process (or more generally, a pure jump isotropic unimodal Lévy process) in $\mathbb{R}^d$. The main novelty is that the term $\mathcal{B}(x,y)$ tends to 0 when $x$ or $y$ approach the boundary of $D$. Under some general assumptions on $\mathcal{B}(x,y)$, we construct the corresponding process and prove that non-negative harmonic functions of the process satisfy the Harnack inequality and Carleson's estimate. We give several examples of boundary terms satisfying those assumptions. The examples depend on four parameters, $β_1, β_2, β_3$, $β_4$, roughly governing the decay of the boundary term near the boundary of $D$. In the second part of this paper, we specialise to the case of the half-space $D=\mathbb{R}_+^d=\{x=(\widetilde{x},x_d):\, x_d>0\}$, the $α$-stable kernel $j(|x-y|)=|x-y|^{-d-α}$ and the killing function$κ(x)=c x_d^{-α}$, $α\in (0,2)$, where $c$ is a positive constant. Our main result in this part is a boundary Harnack principle which says that, for any $p>(α-1)_+$, there are values of the parameters $β_1, β_2, β_3$, $β_4$, and the constant $c$ such that non-negative harmonic functions of the process must decay at the rate $x_d^p$ if they vanish near a portion of the boundary. We further show that there are values of the parameters $β_1, β_2, β_3$, $β_4$, for which the boundary Harnack principle fails despite the fact that Carleson's estimate is valid.

math.PR↗

Favorite Downcrossing Sites of One-Dimensional Simple Random Walk

Random walk is a very important Markov process and has important applications in many fields.For a one-dimensional simple symmetric random walk $(S_n)$, a site $x$ is called a favorite downcrossing site at time $n$ if its downcrossing local time at time $n$ achieves the maximum among all sites. In this paper, we study the cardinality of the favorite downcrossing site set, and will show that with probability 1 there are only finitely many times at which there are at least four favorite downcrossing sites and three favorite downcrossing sites occurs infinitely often. Some related open questions will be introduced.

math.PR↗

Subcritical superprocesses conditioned on non-extinction

We consider a class of subcritical superprocesses $(X_t)_{t\geq 0}$ with general spatial motions and general branching mechanisms. We study the asymptotic behaviors of $\mathbf Q_{t,r}$, the distribution of $X_t$ conditioned on $X_{t+r}$ not being a null measure. We first give the existence of $\lim_{t\to \infty}\mathbf Q_{t,r}$ and $\lim_{r\to \infty}\mathbf Q_{t,r}$, and then show that an $L\log L$-type condition is equivalent to the existence of the double limits: $\lim_{r\to \infty} \lim_{t\to\infty}\mathbf Q_{t, r}$ and $\lim_{t\to \infty} \lim_{r\to\infty}\mathbf Q_{t, r}$. Finally, when the $L\log L$-type condition holds, we show that those double limits, and $\lim_{r,t\to \infty}\mathbf Q_{t,r}$, are the same.

math.PR↗

Weak convergence of the extremes of branching Lévy processes with regularly varying tails

In this paper, we study the weak convergence of the extremes of supercritical branching Lévy processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are Lévy processes with regularly varying tails. The result is drastically different from the case of branching Brownian motions. We prove that, when properly renormalized, $\mathbb{X}_t$ converges weakly. As a consequence, we obtain a limit theorem for the order statistics of $\mathbb{X}_t$.

math.PR↗

Sharp two-sided Green function estimates for Dirichlet forms degenerate at the boundary

In this paper we continue our investigation of the potential theory of Markov processes with jump kernels decaying at the boundary. To be more precise, we consider processes in ${\mathbb R}^d_+$ with jump kernels of the form ${\mathcal B}(x,y) |x-y|^{-d-α}$ and killing potentials $κ(x)=cx_d^{-α}$, $0<α<2$. The boundary part ${\mathcal B}(x,y)$ is comparable to the product of three terms with parameters $β_1, β_2$, $β_3$ and $β_4$ appearing as exponents in these terms. The constant $c$ in the killing term can be written as a function of $α$, ${\mathcal B}$ and a parameter $p\in ((α-1)_+, α+β_1)$, which is strictly increasing in $p,$ decreasing to $0$ as $p\downarrow (α-1)_+$ and increasing to $\infty$ as $p\uparrowα+β_1$. We establish sharp two-sided estimates on the Green functions of these processes for all $p\in ((α-1)_+, α+β_1)$ and all admissible values of $β_1, β_2$, $β_3$ and $β_4$. Depending on the regions where $β_1$, $β_2$ and $p$ belong, the estimates on the Green functions are different. In fact, the estimates have three different forms depending on the regions the parameters belong to. As applications, we prove that the boundary Harnack principle holds in certain region of the parameters and fails in some other region of the parameters. Combined with the main results of \cite{KSV},we completely determine the region of the parameters where the boundary Harnack principle holds.

math.PR↗

Three Favorite Edges Occurs Infinitely Often for One-Dimensional Simple Random Walk

For a one-dimensional simple symmetric random walk $(S_n)$, an edge $x$ (between points $x-1$ and $x$) is called a favorite edge at time $n$ if its local time at $n$ achieves the maximum among all edges. In this paper, we show that with probability 1 three favorite edges occurs infinitely often. Our work is inspired by Tóth and Werner [Combin. Probab. Comput. {\bf 6} (1997) 359-369], and Ding and Shen [Ann. Probab. {\bf 46} (2018) 2545-2561], disproves a conjecture mentioned in Remark 1 on page 368 of Tóth and Werner [Combin. Probab. Comput. {\bf 6} (1997) 359-369].

math.PR↗

Invariance principle for the maximal position process of branching Brownian motion in random environment

In this paper we study the maximal position process of branching Brownian motion in random spatial environment. The random environment is given by a process $ξ= \left(ξ(x)\right)_{x\in\mathbb{R}}$ satisfying certain conditions. We show that the maximum position $M_t$ of particles alive at time $t$ satisfies a quenched strong law of large numbers and an annealed invariance principle.

math.PR↗

Potential theory of Dirichlet forms degenerate at the boundary: the case of no killing potential

In this paper we consider the Dirichlet form on the half-space $\mathbb{R}^d_+$ defined by the jump kernel $J(x,y)=|x-y|^{-d-α}\mathcal{B}(x,y)$, where $\mathcal{B}(x,y)$ can be degenerate at the boundary. Unlike our previous works [6,7] where we imposed critical killing, here we assume that the killing potential is identically zero. In case $α\in (1,2)$ we first show that the corresponding Hunt process has finite lifetime and dies at the boundary. Then, as our main contribution, we prove the boundary Harnack principle and establish sharp two-sided Green function estimates. Our results cover the case of the censored $α$-stable process, $α\in (1,2)$, in the half-space studied in [2].

math.PR↗

Branching Brownian motion in a periodic environment and existence of pulsating travelling waves

We study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating travelling wave solutions of the corresponding F-KPP equation in the supercritical and critical cases by representing the solutions probabilistically in terms of the limits of the additive and derivative martingales. We also prove that there is no pulsating travelling wave solution in the subcritical case. Our main tools are the spine decomposition and martingale change of measures.

math.PR↗

Branching Brownian motion in a periodic environment and uniqueness of pulsating travelling waves

Using one-dimensional branching Brownian motion in a periodic environment, we give probabilistic proofs of the asymptotics and uniqueness of pulsating travelling waves of the F-KPP equation in a periodic environment. This paper is a sequel to [Ren et al. Branching Brownian motion in a periodic environment and existence of pulsating travelling waves], in which we proved the existence of the pulsating travelling waves in the supercritical and critical cases using the limits of the additive and derivative martingales of branching Brownian motion in a periodic environment.

math.PR↗

Heat kernel estimates for subordinate Markov processes and their applications

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and Hölder regularity hold for parabolic functions of such processes, and derive sharp two-sided Green function estimates.

math.PR↗

The Seneta-Heyde scaling for supercritical super-Brownian motion

We consider the additive martingale $W_t(λ)$ and the derivative martingale $\partial W_t(λ)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $λ=λ_0$, we prove that $\sqrt{t}W_t(λ_0)$ converges in probability to a positive limit, which is a constant multiple of the almost sure limit $\partial W_\infty(λ_0)$ of the derivative martingale $\partial W_t(λ_0)$. We also prove that, on the survival event, $\limsup_{t\to\infty}\sqrt{t}W_t(λ_0)=\infty$ almost surely.

math.PR↗

Convergence rate for a class of supercritical superprocesses

Suppose $X=\{X_t, t\ge 0\}$ is a supercritical superprocess. Let $ϕ$ be the non-negative eigenfunction of the mean semigroup of $X$ corresponding to the principal eigenvalue $λ>0$. Then $M_t(ϕ)=e^{-λt}\langleϕ, X_t\rangle, t\geq 0,$ is a non-negative martingale with almost sure limit $M_\infty(ϕ)$. In this paper we study the rate at which $M_t(ϕ)-M_\infty(ϕ)$ converges to $0$ as $t\to \infty$ when the process may not have finite variance. Under some conditions on the mean semigroup, we provide sufficient and necessary conditions for the rate in the almost sure sense. Some results on the convergence rate in $L^p$ with $p\in(1, 2)$ are also obtained.

math.PR↗

Homogenization of Nonlocal Partial Differential Equations Related to Stochastic Differential Equations with Lévy Noise

We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differential equations driven by multiplicative isotropic $α$-stable Lévy noise ($1<α<2$) which is nonlinear in the noise component. Our homogenization method is probabilistic. It turns out that, under suitable regularity assumptions, the limit of the solutions satisfies a nonlocal partial differential equation with constant coefficients, which are associated to a symmetric $α$-stable Lévy process.

math.AP↗

Stochastic transport equation with singular drift

We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak $L^d$ class, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$ for any $\varepsilon>0$.

math.PR↗

The extremal process of super-Brownian motion

In this paper, we establish limit theorems for the supremum of the support, denoted by $M_t$, of a supercritical super-Brownian motion $\{X_t, t\ge0\}$ on $\mathbb{R}$. We prove that there exists an $m(t)$ such that $(X_t-m(t), M_t-m(t))$ converges in law, and give some large deviation results for $M_t$ as $t\to\infty$. We also prove that the limit of the extremal process $\mathcal{E}_t:=X_t-m(t)$ is a Poisson random measure with exponential intensity in which each atom is decorated by an independent copy of an auxiliary measure. These results are analogues of the results for branching Brownian motions obtained in Arguin et al. (Probab. Theory Relat. Fields 157 (2013), 535-574), Aïdékon et al. (Probab. Theory Relat. Fields 157 (2013), 405-451) and Roberts (Ann. Probab. 41 (2013), 3518-3541).

math.PR↗

Spine decomposition for branching Markov processes and its applications

In the literature, the spine decomposition of branching Markov processes was constructed under the assumption that each individual has at least one child. In this paper, we give a detailed construction of the spine decomposition of general branching Markov processes allowing the possibility of no offspring when a particle dies. Then we give some applications of the spine decomposition.

math.PR↗