Temporal decorrelation for branching random walks with state dependent branching rate

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dc.bibliographicCitation.seriesTitleWIAS Preprintseng
dc.bibliographicCitation.volume1202
dc.contributor.authorBirkner, Matthias
dc.date.accessioned2016-03-24T17:38:31Z
dc.date.available2019-06-28T08:04:16Z
dc.date.issued2007
dc.description.abstractWe consider branching random walks in $d ge 3$ with a Lipschitz branching rate function and show that the system, starting either in a Poisson field or in equilibrium, decorrelates over long time horizons, and employ this to obtain an ergodic theorem. We use coupling and a stochastic representation of the Palm distribution.eng
dc.description.versionpublishedVersioneng
dc.formatapplication/pdf
dc.identifier.issn0946-8633
dc.identifier.urihttps://doi.org/10.34657/3304
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/2169
dc.language.isoengeng
dc.publisherBerlin : Weierstraß-Institut für Angewandte Analysis und Stochastikeng
dc.relation.issn0946-8633eng
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.subject.ddc510eng
dc.titleTemporal decorrelation for branching random walks with state dependent branching rateeng
dc.typeReporteng
dc.typeTexteng
tib.accessRightsopenAccesseng
wgl.contributorWIASeng
wgl.subjectMathematikeng
wgl.typeReport / Forschungsbericht / Arbeitspapiereng
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