Page 184 - Special Topic Session (STS) - Volume 4
P. 184

STS579 Anastasiia Rytova et al.
                  survival probability may be avoiding this area due to the complication of the
                  return conditions for a particle, such as an increase the dimension of space or
                  an  increase  in  the  length  of  the  particle  displacement.  An  example  of  the
                  relevant model and conditions will be given in sections 3 and 4.
                      There are many combinations of assumptions on branching random walks
                  (BRW) models: discreteness or continuity of time, discreteness, compactness
                  and  dimension  of  space,  number  and  configuration  of  branching  sources,
                  number and location of initial particles, random walk and branching process
                  properties. In this paper we consider a symmetric continuous time BRWs on
                  the lattices ℤ ,  ≥ 1 with a finite number of branching sources and a single
                               
                  initial particle. Suppose that particle performs a random walk on points of ℤ
                                                                                            
                  until reaching one of the branching sources, where it can die or give a random
                  number of descendants, and then each one evolves according to the same
                  rules independently of each other. The underlying random walk is assumed to
                  be symmetric, spatially homogeneous and irreducible. As a rule, such models
                  were  considered  under  the  assumption,  that  the  variance  of  random  walk
                  jumps  is  finite,  therefore  the  new  effects  of  infinite  variance  condition  are
                  expected. One of the first works that investigated a model for a simple random
                  walk with one source and pure birth was, apparently, the work Yarovaya (1991).
                  More general cases of symmetric BRWs with finite variance of jumps and one
                  branching  source  have  been  studied  by  many  authors  (e.g.,  Albeverio,
                  Bogachev, & Yarovaya (1998)). As was shown in Yarovaya (2013a), rejection of
                  jump variance finiteness assumption leads to new effects for BRW. A number
                  of publications were devoted to random walks  with an  infinite variance of
                  jumps (see Borovkov & Borovkov (2008) and detailed bibliography therein). In
                  Agbor, Molchanov & Vainberg (2015), for random walks on ℤ ,  ≥ 1, with
                                                                                
                  heavy tails and appropriate regularity conditions, a global limit theorem on
                  the behavior of the transition probabilities with simultaneous growth of time
                  and lattice coordinates was obtained.

                  2.  Methodology
                      Let us give a brief description of the model proposed in Yarovaya (2013a).
                  The  underlying  random  walk  is  specified  by  a  matrix  = ((, ))    of
                                                                                     ,∈ℤ
                  transition  intensities  satisfying  the  conditions  (, ) ≥ 0  if   ≠  , −∞ <
                   (, ) < 0, ∑ ∈ℤ   (, ) = 0 symmetry and spatially homogeneity (, ) =
                  (, ) = (0,  − ).  Then  the  values  of  (, )  can  be  expressed  by  the
                  function of one argument () ≔ (0, ). Assume irreducibility of the random
                  walk,  which  means  that  for  every   ∈ ℤ ,  there  exists  a  set  of  vectors
                                                           
                              
                   , … ,  ∈ ℤ  such that  = ∑     and ( ) ≠ 0 for 1 ≤  ≤ . We denote by
                                                   
                                                           
                   1
                                               =1
                         
                    the variance of jumps of a random walk, then
                   2
                                                           ()
                                               2
                                               ≔ ∑|| 2      .                                                   (1)
                                                          −(0)
                                                   ≠0
                                                                     173 | I S I   W S C   2 0 1 9
   179   180   181   182   183   184   185   186   187   188   189