Moment asymptotics for multitype branching random walks in random environment
| dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
| dc.bibliographicCitation.volume | 1861 | |
| dc.contributor.author | Gün, Onur | |
| dc.contributor.author | König, Wolfgang | |
| dc.contributor.author | Sekulovic, Ozren | |
| dc.date.accessioned | 2016-03-24T17:37:47Z | |
| dc.date.available | 2019-06-28T08:21:46Z | |
| dc.date.issued | 2013 | |
| dc.description.abstract | We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout the evolution of the particles. Our main interest lies in the averaged (annealed) expectation of the population size, and its long-time asymptotics. We first derive, for fixed time, a formula for the expected population size with fixed offspring distributions, which is reminiscent of a Feynman-Kac formula. We choose Weibull-type distributions with parameter 1/pij for the upper tail of the mean number of j type particles produced by an i type particle. We derive the first two terms of the long-time asymptotics, which are written as two coupled variational formulas, and interpret them in terms of the typical behavior of the system. | eng |
| dc.description.version | publishedVersion | eng |
| dc.format | application/pdf | |
| dc.identifier.issn | 0946-8633 | |
| dc.identifier.uri | https://doi.org/10.34657/2683 | |
| dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/3302 | |
| dc.language.iso | eng | eng |
| dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
| dc.relation.issn | 0946-8633 | eng |
| dc.rights.license | This 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.license | Dieses 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.ddc | 510 | eng |
| dc.subject.other | Multitype branching random walk | eng |
| dc.subject.other | Feynman-Kac-type formula | eng |
| dc.subject.other | variational analysis | eng |
| dc.subject.other | annealed moments | eng |
| dc.subject.other | large deviations | eng |
| dc.title | Moment asymptotics for multitype branching random walks in random environment | eng |
| dc.type | Report | eng |
| dc.type | Text | eng |
| tib.accessRights | openAccess | eng |
| wgl.contributor | WIAS | eng |
| wgl.subject | Mathematik | eng |
| wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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