Dans le cadre du modèle de branchement symbiotique introduit dans [Stochastic Process. Appl. 114 (2004) 127-160], nous montrons que le vieillissement et l'intermittence présentent différents comportements suivant les cas où la corrélation est négative, positive ou nulle. Notre approche permet de prouver et d'affiner de manière élémentaire des résultats classiques concernant les seconds moments du modèle parabolique d'Anderson avec potentiel Brownien. Nous raffinons aussi quelques résultats récents de vieillissement pour des diffusions interactives à noyaux généraux à portée infinie.
For the symbiotic branching model introduced in [Stochastic Process. Appl. 114 (2004) 127-160], it is shown that ageing and intermittency exhibit different behaviour for negative, zero, and positive correlations. Our approach also provides an alternative, elementary proof and refinements of classical results concerning second moments of the parabolic Anderson model with brownian potential. Some refinements to more general (also infinite range) kernels of recent ageing results of [Ann. Inst. H. Poincaré Probab. Statist. 43 (2007) 461-480] for interacting diffusions are given.
Mots clés : ageing, interacting diffusions, intermittency, mutually catalytic branching model, parabolic Anderson model, symbiotic branching model
@article{AIHPB_2011__47_2_376_0, author = {Aurzada, Frank and D\"oring, Leif}, title = {Intermittency and ageing for the symbiotic branching model}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {376--394}, publisher = {Gauthier-Villars}, volume = {47}, number = {2}, year = {2011}, doi = {10.1214/09-AIHP356}, mrnumber = {2814415}, zbl = {1222.60075}, language = {en}, url = {http://archive.numdam.org/articles/10.1214/09-AIHP356/} }
TY - JOUR AU - Aurzada, Frank AU - Döring, Leif TI - Intermittency and ageing for the symbiotic branching model JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2011 SP - 376 EP - 394 VL - 47 IS - 2 PB - Gauthier-Villars UR - http://archive.numdam.org/articles/10.1214/09-AIHP356/ DO - 10.1214/09-AIHP356 LA - en ID - AIHPB_2011__47_2_376_0 ER -
%0 Journal Article %A Aurzada, Frank %A Döring, Leif %T Intermittency and ageing for the symbiotic branching model %J Annales de l'I.H.P. Probabilités et statistiques %D 2011 %P 376-394 %V 47 %N 2 %I Gauthier-Villars %U http://archive.numdam.org/articles/10.1214/09-AIHP356/ %R 10.1214/09-AIHP356 %G en %F AIHPB_2011__47_2_376_0
Aurzada, Frank; Döring, Leif. Intermittency and ageing for the symbiotic branching model. Annales de l'I.H.P. Probabilités et statistiques, Tome 47 (2011) no. 2, pp. 376-394. doi : 10.1214/09-AIHP356. http://archive.numdam.org/articles/10.1214/09-AIHP356/
[1] Regular Variation. Encyclopedia of Mathematics and Its Applications 27. Cambridge Univ. Press, Cambridge, 1989. | MR | Zbl
, and .[2] On the moments and the interface of symbiotic branching model. Preprint, 2009. | MR | Zbl
, and .[3] Parabolic Anderson problem and intermittency. Mem. Amer. Math. Soc. 108 (1994) viii+125. | MR | Zbl
and .[4] Mutually catalytic super branching random walks: Large finite systems and renormalization analysis. Mem. Amer. Math. Soc. 171 (2004) viii+97. | MR | Zbl
, and .[5] Recurrence and ergodicity of interacting particle systems. Probab. Theory Related Fields 116 (2000) 239-255. | MR | Zbl
and .[6] Long-time behavior and coexistence in a mutually catalytic branching model. Ann. Probab. 26 (1998) 1088-1138. | MR | Zbl
and .[7] Ageing for interacting diffusion processes. Ann. Inst. H. Poincaré Probab. Statist. 43 (2007) 461-480. | Numdam | MR | Zbl
and .[8] Compact interface property for symbiotic branching. Stochastic Process. Appl. 114 (2004) 127-160. | MR | Zbl
and .[9] Intermittency for nonlinear parabolic stochastic partial differential equations. Electron. J. Probab. 14 (2009) 548-568. | MR | Zbl
and .[10] Parabolic problems for the Anderson model. I. Intermittency and related topics. Comm. Math. Phys. 132 (1990) 613-655. | MR | Zbl
and .[11] Phase transitions for the long-time behavior of interacting diffusions. Ann. Probab. 35 (2007) 1250-1306. | MR | Zbl
and .[12] Random Walks and Random Environments, Vol. 1. Oxford Univ. Press, New York, 1995. | MR | Zbl
.[13] Moment generating functions for local times of symmetric Markov processes and random walks. In Probability in Banach Spaces, 8 (Brunswick, ME, 1991) 364-376. Progr. Probab. 30. Birkhäuser, Boston, MA, 1992. | MR | Zbl
and .[14] Stepping stone models in population genetics and population dynamics. In Stochastic Processes in Physics and Engineering (Bielefeld, 1986) 345-355. Math. Appl. 42. Reidel, Dordrecht, 1988. | MR | Zbl
.[15] Infinite-dimensional stochastic differential equations and their applications. J. Math. Kyoto Univ. 20 (1980) 395-416. | MR | Zbl
and .Cité par Sources :