Achim Klenke

Stochastic ordering of classical discrete distributions

For several pairs (P, Q) of classical distributions on ℕ0, we show that their stochastic ordering P ≤st Q can be characterized by their extreme tail ordering equivalent to P({k *})/Q({k *}) ≥ 1 ≥ lim k→k * P({k})/Q({k}), with k * and k * denoting the minimum and the supremum of the support of P + Q, and with the limit to be read as P({k *})/Q({k *}) for finite k *. This includes in particular all pairs where P and Q are both binomial (b n 1,p 1 ≤st b n 2,p 2 if and only if n 1 ≤ n 2 and (1 - p 1) n 1 ≥ (1 - p 2) n 2 , or p 1 = 0), both negative binomial (b − r 1,p 1 ≤st b − r 2,p 2 if and only if p 1 ≥ p 2 and p 1 r 1 ≥ p 2 r 2 ), or both hypergeometric with the same sample size parameter. The binomial case is contained in a known result about Bernoulli convolutions, the other two cases appear to be new. The emphasis of this paper is on providing a variety of different methods of proofs: (i) half monotone likelihood ratios, (ii) explicit coupling, (iii) Markov chain comparison, (iv) analytic calculation, and (v) comparison of Lévy measures. We give four proofs in the binomial case (methods (i)-(iv)) and three in the negative binomial case (methods (i), (iv), and (v)). The statement for hypergeometric distributions is proved via method (i).

The multifractal spectrum of brownian intersection local times

Let t be the projected intersection local time of two independent Brownian paths in R d for d = 2, 3. We determine the lower tail of the random variable l(U), where U is the unit ball. The answer is given in terms of intersection exponents, which are explicitly known in the case of planar Brownian motion. We use this result to obtain the multifractal spectrum, or spectrum of thin points, for the intersection local times.

Recurrence and Ergodicity of Interacting Particle Systems

Preamble. An important technical result (Proposition 2.3) and its proof, present in the original submission, was erroneously omitted when this paper was published in 2000. The missing text, which should have appeared on page 243 directly before Section 3, is included in this erratum, together with a short account of its context. Simultaneously with the publication of this erratum, the electronic version of the paper in Vol. 116 No. 2 (2000) will be completed by insertion of the missing text. Readers of Probability Theory and Related Fields who have access to the electronic version of this erratum will also have access via a URL to the full, intact paper.

Interacting Fisher-Wright Diffusions in a Catalytic Medium

Abstract. We study the longtime behaviour of interacting systems in a randomly fluctuating (space–time) medium and focus on models from population genetics. There are two prototypes of spatial models in population genetics: spatial branching processes and interacting Fisher–Wright diffusions. Quite a bit is known on spatial branching processes where the local branching rate is proportional to a random environment (catalytic medium).Here we introduce a model of interacting Fisher–Wright diffusions where the local resampling rate (or genetic drift) is proportional to a catalytic medium. For a particular choice of the medium, we investigate the longtime behaviour in the case of nearest neighbour migration on the d-dimensional lattice.While in classical homogeneous systems the longtime behaviour exhibits a dichotomy along the transience/recurrence properties of the migration, now a more complicated behaviour arises. It turns out that resampling models in catalytic media show phenomena that are new even compared with branching in catalytic medium.

A Trotter Type Approach to Infinite Rate Mutually Catalytic Branching

Dawson and Perkins [Ann. Probab. 26 (1988) 1088--1138] constructed a stochastic model of an interacting two-type population indexed by a countable site space which locally undergoes a mutually catalytic branching mechanism. In Klenke and Mytnik [Preprint (2008), arXiv:0901.0623], it is shown that as the branching rate approaches infinity, the process converges to a process that is called the infinite rate mutually catalytic branching process (IMUB). It is most conveniently characterized as the solution of a certain martingale problem. While in the latter reference, a noise equation approach is used in order to construct a solution to this martingale problem, the aim of this paper is to provide a Trotter-type construction. The construction presented here will be used in a forthcoming paper, Klenke and Mytnik [Preprint (2009)], to investigate the long-time behavior of IMUB (coexistence versus segregation of types). This paper is partly based on the Ph.D. thesis of the second author (2008), where the Trotter approach was first introduced.

Infinite rate mutually catalytic branching in infinitely many colonies: The longtime behavior

Consider the infinite rate mutually catalytic branching process (IMUB) constructed in [Infinite rate mutually catalytic branching in infinitely many colonies. Construction, characterization and convergence (2008) Preprint] and [Ann. Probab. 38 (2010) 479–497]. For finite initial conditions, we show that only one type survives in the long run if the interaction kernel is recurrent. On the other hand, under a slightly stronger condition than transience, we show that both types can coexist.

Absolute continuity of catalytic measure-valued branching processes

Classical super-Brownian motion (SBM) is known to take values in the space of absolutely continuous measures only if d=1. For d[greater-or-equal, slanted]2 its values are almost surely singular with respect to Lebesgue measure. This result has been generalized to more general motion laws and branching laws (yielding different critical dimensions) and also to catalytic SBM. In this paper we study the case of a catalytic measure-valued branching process in with a Feller process [xi] as motion process, where the branching rate is given by a continuous additive functional of [xi], and where also the (critical) branching law may vary in space and time. We provide a simple sufficient condition for absolute continuity of the values of this process. This criterion is sharp for the classical cases. As a partial converse we also give a sufficient condition for singularity of the states.

Infinite rate mutually catalytic branching.

Consider the mutually catalytic branching process with finite branching rate γ. We show that as γ → ∞, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give descriptions of this process in terms of its semigroup in terms of the infinitesimal generator and as the solution of a martingale problem. We also give a strong construction in terms of a planar Brownian motion from which we infer a path property of the process. This is the first paper in a series or three, wherein we also construct an interacting version of this process and study its long-time behavior.

Catalytic branching and the Brownian snake

We construct a catalytic super process X (measure-valued spatial branching process) where the local branching rate is governed by an additive functional A of the motion process. These processes have been investigated before but under restrictive assumptions on A. Here we do not even need continuity of A. The key is to introduce a new time scale in which motion and branching occur at a varying speed but are continuous. Another aspect is to consider X in the generic time scale of the branching--and not of the motion process. This allows to give an explicit construction of X using the Brownian snake. As a by-product this yields an almost sure approximation by the corresponding branching particle systems.

Interacting diffusions in a random medium: comparison and longtime behavior

We consider a collection of linearly interacting diffusions (indexed by a countable space) in a random medium. The diffusion coefficients are the product of a space-time dependent random field (the random medium) and a function depending on the local state. The main focus of the present work is to establish a comparison technique for systems in the same medium but with different state dependence in the diffusion terms. The technique is applied to generalize statements on the longtime behavior, previously known only for special choices of the diffusion function. One of these special choices, which we employ as a reference model, is that of interacting Fisher-Wright diffusions in a catalytic medium where duality was used to obtain detailed results. The other choice is that of interacting Fellers branching diffusions in a catalytic medium which is itself an (autonomous) branching process and where infinite divisibility was used as the main tool.