Moment asymptotics for branching random walks in random environment

Wolfgang König (Weierstrass Institute Berlin and TU Berlin)
Onur Gün (Weirstrass Institute Berlin)
Ozren Sekulović (Freie Universität Berlin)

Abstract


We consider the long-time behaviour of a branching random walk in random environment on the lattice  $\mathbb{Z}^d$. The migration of particles proceeds according to simple random walk in continuous time, while the medium is given as a random potential of spatially dependent killing/branching rates. The main objects of our interest are the annealed moments $\langle m_n^p \rangle $, i.e., the  $p$-th moments over the medium of the $n$-th moment over the migration and killing/branching, of the local and global population sizes. For $n=1$, this is well-understood, as $m_1$ is closely connected with the parabolic Anderson model. For some special distributions, this was extended to $n\geq2$, but only as to the first term of the asymptotics, using (a recursive version of) a Feynman-Kac formula for $m_n$.

In this work we derive also the second term of the asymptotics, for a much larger class of distributions. In particular, we show that $\langle m_n^p \rangle$ and $\langle m_1^{np} \rangle$ are asymptotically equal, up to an error $\e^{o(t)}$. The cornerstone of our method is a direct Feynman-Kac type formula for $m_n$, which we establish using known spine techniques.

Full Text: Download PDF | View PDF online (requires PDF plugin)

Pages: 1-18

Publication Date: June 21, 2013

DOI: 10.1214/EJP.v18-2212

References

  • Albeverio, S.; Bogachev, L. V.; Molchanov, S. A.; Yarovaya, E. B. Annealed moment Lyapunov exponents for a branching random walk in a homogeneous random branching environment. Markov Process. Related Fields 6 (2000), no. 4, 473--516. MR1805091
  • Bartsch, C.; Gantert, N.; Kochler, M. Survival and growth of a branching random walk in random environment. Markov Process. Related Fields 15 (2009), no. 4, 525--548. MR2598127
  • Benjamini, Itai; Peres, Yuval. Markov chains indexed by trees. Ann. Probab. 22 (1994), no. 1, 219--243. MR1258875
  • Birkner, Matthias; Geiger, Jochen; Kersting, Götz. Branching processes in random environment—a view on critical and subcritical cases. Interacting stochastic systems, 269--291, Springer, Berlin, 2005. MR2118578
  • Carmona, René A.; Molchanov, S. A. Parabolic Anderson problem and intermittency. Mem. Amer. Math. Soc. 108 (1994), no. 518, viii+125 pp. MR1185878
  • Comets, F.; Menshikov, M. V.; Popov, S. Yu. One-dimensional branching random walk in a random environment: a classification. I Brazilian School in Probability (Rio de Janeiro, 1997). Markov Process. Related Fields 4 (1998), no. 4, 465--477. MR1677053
  • Comets, Francis; Popov, Serguei. Shape and local growth for multidimensional branching random walks in random environment. ALEA Lat. Am. J. Probab. Math. Stat. 3 (2007), 273--299. MR2365644
  • Comets, Francis; Yoshida, Nobuo. Branching random walks in space-time random environment: survival probability, global and local growth rates. J. Theoret. Probab. 24 (2011), no. 3, 657--687. MR2822477
  • Donsker, M. D. and Varadhan, S. R. S.: Asymptotic evaluation of certain Markov process expectations for large time, I--IV, ph Comm. Pure Appl. Math. 28, (1975), 1--47, 279--301; 29, (1976), 389--461; 36, 183--212 (1983). MR0386024, MR0428471, MR0690656
  • Gantert, Nina; Müller, Sebastian; Popov, Serguei; Vachkovskaia, Marina. Survival of branching random walks in random environment. J. Theoret. Probab. 23 (2010), no. 4, 1002--1014. MR2735734
  • Gertner, Jurgen. On large deviations from an invariant measure. (Russian) Teor. Verojatnost. i Primenen. 22 (1977), no. 1, 27--42. MR0471040
  • Gärtner, Jürgen; König, Wolfgang. The parabolic Anderson model. Interacting stochastic systems, 153--179, Springer, Berlin, 2005. MR2118574
  • Gärtner, J.; Molchanov, S. A. Parabolic problems for the Anderson model. I. Intermittency and related topics. Comm. Math. Phys. 132 (1990), no. 3, 613--655. MR1069840
  • Gärtner, J.; Molchanov, S. A. Parabolic problems for the Anderson model. II. Second-order asymptotics and structure of high peaks. Probab. Theory Related Fields 111 (1998), no. 1, 17--55. MR1626766
  • Harris, S. and Roberts, M. I.: The many-to-few lemma and multiple spines, ARXIV1106.4761
  • van der Hofstad, Remco; König, Wolfgang; Mörters, Peter. The universality classes in the parabolic Anderson model. Comm. Math. Phys. 267 (2006), no. 2, 307--353. MR2249772
  • Machado, F. P.; Popov, S. Yu. One-dimensional branching random walks in a Markovian random environment. J. Appl. Probab. 37 (2000), no. 4, 1157--1163. MR1808881
  • Machado, F. P.; Popov, S. Yu. Branching random walk in random environment on trees. Stochastic Process. Appl. 106 (2003), no. 1, 95--106. MR1983045
  • Molchanov, S. Lectures on random media. Lectures on probability theory (Saint-Flour, 1992), 242--411, Lecture Notes in Math., 1581, Springer, Berlin, 1994. MR1307415
  • Molchanov, S. Reaction-diffusion equations in the random media: localization and intermittency. Nonlinear stochastic PDEs (Minneapolis, MN, 1994), 81--109, IMA Vol. Math. Appl., 77, Springer, New York, 1996. MR1395894
  • Müller, S. Recurrence and transience for branching random walks in an I.I.D. random environment. Markov Process. Related Fields 14 (2008), no. 1, 115--130. MR2433298
  • Yoshida, Nobuo. Central limit theorem for branching random walks in random environment. Ann. Appl. Probab. 18 (2008), no. 4, 1619--1635. MR2434183


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.