Searcharxiv⌕ Search

arXiv subjects

Renming Song

Publications and source records attributed to Renming Song.

At least 91 records · Page 5Linked to original sources

$L\log L$ criterion for a class of multitype superdiffusions with non-local branching mechanisms

In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with non-local branching mechanisms under a martingale change of measure. As an application of this decomposition, we obtain a necessary and sufficient condition (called the $L\log L$ criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results for superprocesses with purely local branching mechanisms and in Kyprianou and Palau (2016) for super Markov chains.

math.PR↗

Spectral Heat Content for Lévy Processes

In this paper we study the spectral heat content for various Lévy processes. We establish the asymptotic behavior of the spectral heat content for Lévy processes of bounded variation in $\mathbb{R}^{d}$, $d\geq 1$. We also study the spectral heat content for arbitrary open sets of finite Lebesgue measure in $\mathbb{R}$ with respect to Lévy processes of unbounded variation under certain conditions on their characteristic exponents. Finally we establish that the asymptotic behavior of the spectral heat content is stable under integrable perturbations to the Lévy measure.

math.PR↗

Heat kernels of non-symmetric jump processes: beyond the stable case

Let $J$ be the Lévy density of a symmetric Lévy process in $\mathbb{R}^d$ with its Lévy exponent satisfying a weak lower scaling condition at infinity. Consider the non-symmetric and non-local operator $$ {\mathcal L}^κf(x):= \lim_{ε\downarrow 0} \int_{\{z \in \mathbb{R}^d: |z|>ε\}}(f(x+z)-f(x))κ(x,z)J(z)\, dz\, , $$ where $κ(x,z)$ is a Borel measurable function on $\mathbb{R}^d\times \mathbb{R}^d$ satisfying $0<κ_0\le κ(x,z)\le κ_1$, $κ(x,z)=κ(x,-z)$ and $|κ(x,z)-κ(y,z)|\le κ_2|x-y|^β$ for some $β\in (0, 1)$. We construct the heat kernel $p^κ(t, x, y)$ of ${\mathcal L}^κ$, establish its upper bound as well as its fractional derivative and gradient estimates. Under an additional weak upper scaling condition at infinity, we also establish a lower bound for the heat kernel $p^κ$.

math.PR↗

Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion

For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent numerical method for the mean first exit time and escape probability for stochastic systems with an asymmetric Lévy motion, and analyze the properties of the solutions of the nonlocal equations. We also investigate the effects of different system factors on the mean exit time and escape probability, including the skewness parameter, the size of the domain, the drift term and the intensity of Gaussian and non-Gaussian noises. We find that the behavior of the mean exit time and the escape probability has dramatic difference at the boundary of the domain when the index of stability crosses the critical value of one.

math.DS↗

Williams decomposition for superprocesses

We decompose the genealogy of a general superprocess with spatially dependent branching mechanism with respect to the last individual alive (Williams decomposition). This is a generalization of the main result of Delmas and Hénard [Electron. J. Probab.,18,1-43,2013] where only superprocesses with spatially dependent quadratic branching mechanism were considered. As an application of the Williams decomposition, we prove that, for some superprocesses, the normalized total mass will converge to a point mass at its extinction time. This generalizes a result of Tribe [Ann. Probab.,20,286-311,1992] in the sense that our branching mechanism is more general.

math.PR↗

Limit Theorems for Some Critical Superprocesses

In this paper we establish some conditional limit theorems for some critical superprocesses $X=\{X_t, t\ge 0\}$. First we identify the rate of non-extinction. Then we show that, for a large class of functions $f$, conditioned on non-extinction at time $t$, the limit, as $t\to\infty$, of $t^{-1}\langle f, X_t\rangle$ exists in distribution and we identify this limit. Finally, we also establish, under some conditions, a central limit theorem for $\langle f, X_t\rangle$ conditioned on non-extinction at time $t$.

math.PR↗

Minimal thinness with respect to subordinate killed Brownian motions

Minimal thinness is a notion that describes the smallness of a set at a boundary point. In this paper, we provide tests for minimal thinness for a large class of subordinate killed Brownian motions in bounded C1,1 domains, C1,1 domains with compact complements and domains above graphs of bounded C1,1 functions.

math.PR↗

Strong law of large numbers for supercritical superprocesses under second moment condition

Suppose that $X=\{X_t, t\ge 0\}$ is a supercritical superprocess on a locally compact separable metric space $(E, m)$. Suppose that the spatial motion of $X$ is a Hunt process satisfying certain conditions and that the branching mechanism is of the form $$ ψ(x,λ)=-a(x)λ+b(x)λ^2+\int_{(0,+\infty)}(e^{-λy}-1+λy)n(x,dy), \quad x\in E, \quadλ> 0, $$ where $a\in \mathcal{B}_b(E)$, $b\in \mathcal{B}_b^+(E)$ and $n$ is a kernel from $E$ to $(0,\infty)$ satisfying $$ \sup_{x\in E}\int_0^\infty y^2 n(x,dy)<\infty. $$ Put $T_tf(x)=\mathbb{P}_{δ_x}< f,X_t>$. Let $λ_0>0$ be the largest eigenvalue of the generator $L$ of $T_t$, and $ϕ_0$ and $\hatϕ_0$ be the eigenfunctions of $L$ and $\hat{L}$ (the dural of $L$) respectively associated with $λ_0$. Under some conditions on the spatial motion and the $ϕ_0$-transformed semigroup of $T_t$, we prove that for a large class of suitable functions $f$, we have $$ \lim_{t\rightarrow\infty}e^{-λ_0 t}< f, X_t> = W_\infty\int_E\hatϕ_0(y)f(y)m(dy),\quad \mathbb{P}_μ{-a.s.}, $$ for any finite initial measure $μ$ on $E$ with compact support, where $W_\infty$ is the martingale limit defined by $W_\infty:=\lim_{t\to\infty}e^{-λ_0t}< ϕ_0, X_t>$. Moreover, the exceptional set in the above limit does not depend on the initial measure $μ$ and the function $f$.

math.PR↗

Stochastic flows for Lévy processes with Hölder drifts

In this paper we study the following stochastic differential equation (SDE) in ${\mathbb R}^d$: $$ \mathrm{d} X_t= \mathrm{d} Z_t + b(t, X_t)\mathrm{d} t, \quad X_0=x, $$ where $Z$ is a Lévy process. We show that for a large class of Lévy processes ${Z}$ and Hölder continuous drift $b$, the SDE above has a unique strong solution for every starting point $x\in{\mathbb R}^d$. Moreover, these strong solutions form a $C^1$-stochastic flow. As a consequence, we show that, when ${Z}$ is an $α$-stable-type Lévy process with $α\in (0, 2)$ and $b$ is bounded and $β$-Hölder continuous with $β\in (1- α/{2},1)$, the SDE above has a unique strong solution. When $α\in (0, 1)$, this in particular solves an open problem from Priola \cite{Pr1}. Moreover, we obtain a Bismut type derivative formula for $\nabla {\mathbb E}_x f(X_t)$ when ${Z}$ is a subordinate Brownian motion. To study the SDE above, we first study the following nonlocal parabolic equation with Hölder continuous $b$ and $f$: $$ \partial_t u+{\mathscr L} u+b\cdot \nabla u+f=0,\quad u(1, \cdot )=0, $$ where $\mathscr L$ is the generator of the Lévy process ${Z}$.

math.PR↗

Minimal thinness with respect to symmetric Lévy processes

Minimal thinness is a notion that describes the smallness of a set at a boundary point. In this paper, we provide tests for minimal thinness at finite and infinite minimal Martin boundary points for a large class of purely discontinuous symmetric Lévy processes.

math.PR↗

Functional central limit theorems for supercritical superprocesses

In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the state $E$ is a finite set and the underline motion is an irreducible Markov chain on $E$, our results are superprocess analogs of the functional central limit theorems of \cite{Janson} for supercritical multitype branching processes. The results of this paper are refinements of the central limit theorems in \cite{RSZ3}.

math.PR↗

Weak extinction versus global exponential growth of total mass for superdiffusions

Consider a superdiffusion $X$ on $\mathbb R^d$ corresponding to the semilinear operator $\mathcal{A}(u)=Lu+βu-ku^2,$ where $L$ is a second order elliptic operator, $β(\cdot)$ 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 $λ_\infty $ be the $L^\infty$-growth bound of the semigroup corresponding to the Schrödinger operator $L+β$. If $λ_\infty \neq0$, then we prove that, in some sense, the exponential growth/decay rate of $\|X_t\|$, the total mass of $X_t$, is $λ_\infty $. We also describe the limiting behavior of $\exp(-λ_\infty t)\|X_t\|$ in these cases. This should be compared to the result in \cite{Englander:2004}, which says that the generalized principal eigenvalue $λ_2$ 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 $λ_{\infty}\ge λ_2$, and we discuss cases when $λ_{\infty}> λ_2$ and when $λ_{\infty}= λ_2$. When $λ_\infty =0$, and under some conditions on $β$, 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 $λ_2$, and which turns out to be equivalent to local extinction) of $X$.

math.PR↗

Central Limit Theorems for Supercritical Superprocesses

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in Miłoś (2012, arXiv:1203:6661) and Ren, Song and Zhang (2013, to appear in Acta Appl. Math., DOI 10.1007/s10440-013-9837-0) for supercritical super Ornstein-Uhlenbeck processes. The advantage of this central limit theorem is that it allows us to characterize the limit Gaussian field. In the case of supercritical super Ornstein-Uhlenbeck processes with non-spatially dependent branching mechanisms, our central limit theorem reveals more independent structures of the limit Gaussian field.

math.PR↗

Martin boundary for some symmetric Lévy processes

In this paper we study the Martin boundary of open sets with respect to a large class of purely discontinuous symmetric Lévy processes in ${\mathbb R}^d$. We show that, if $D\subset {\mathbb R}^d$ is an open set which is $κ$-fat at a boundary point $Q\in \partial D$, then there is exactly one Martin boundary point associated with $Q$ and this Martin boundary point is minimal.

math.PR↗

Central Limit Theorems for Supercritical Branching Nonsymmetric Markov Processes

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in \cite{RSZ2} for supercritical branching symmetric Markov processes. To prove our central limit theorem, we have to carefully develop the spectral theory of nonsymmetric strongly continuous semigroups which should be of independent interest.

math.PR↗

Global uniform boundary Harnack principle with explicit decay rate and its application

In this paper, we consider a large class of subordinate Brownian motions $X$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying some mild scaling conditions at zero and at infinity. We first discuss how such conditions govern the behavior of the subordinator and the corresponding subordinate Brownian motion for both large and small time and space. Then we establish a global uniform boundary Harnack principle in (unbounded) open sets for the subordinate Brownian motion. When the open set satisfies the interior and exterior ball conditions with radius $R >0$, we get a global uniform boundary Harnack principle with explicit decay rate. Our boundary Harnack principle is global in the sense that it holds for all $R>0$ and the comparison constants do not depend on $R$, and it is uniform in the sense that it holds for all balls with radii $r \le R$ and the comparison constants depend neither on $D$ nor on $r$. As an application, we give sharp two-sided estimates for the transition density and the Green function of such subordinate Brownian motions in the half-space.

math.PR↗

Dirichlet Heat Kernel Estimates for Subordinate Brownian Motions with Gaussian Components

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided Dirichlet heat kernel estimates hold for all t>0. Integrating the heat kernel estimates with respect to the time variable t, we obtain sharp two-sided estimates for the Green functions, in bounded C^{1,1} open sets, of such subordinate Brownian motions with Gaussian components.

math.PR↗

Dirichlet Heat Kernel Estimates for Rotationally Symmetric Lévy processes

In this paper, we consider a large class of purely discontinuous rotationally symmetric Levy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a κ-fat open set, the sharp two-sided estimates are given in terms of surviving probabilities and the global transition density of the Levy process. When D is a C^{1, 1} open set and the Levy exponent of the process is given by Ψ(ξ)= ϕ(|ξ|^2) with ϕbeing a complete Bernstein function satisfying a mild growth condition at infinity, our two-sided estimates are explicit in terms of Ψ, the distance function to the boundary of D and the jumping kernel of X, which give an affirmative answer to the conjecture posted in [Potential Anal., 36 (2012) 235-261]. Our results are the first sharp two-sided Dirichlet heat kernel estimates for a large class of symmetric Levy processes with general Levy exponents. We also derive an explicit lower bound estimate for symmetric Levy processes on R^d in terms of their Levy exponents.

math.PR↗