Donald A. Dawson

Critical dynamics and fluctuations for a mean-field model of cooperative behavior

The main objective of this paper is to examine in some detail the dynamics and fluctuations in the critical situation for a simple model exhibiting bistable macroscopic behavior. The model under consideration is a dynamic model of a collection of anharmonic oscillators in a two-well potential together with an attractive mean-field interaction. The system is studied in the limit as the number of oscillators goes to infinity. The limit is described by a nonlinear partial differential equation and the existence of a phase transition for this limiting system is established. The main result deals with the fluctuations at the critical point in the limit as the number of oscillators goes to infinity. It is established that these fluctuations are non-Gaussian and occur at a time scale slower than the noncritical fluctuations. The method used is based on the perturbation theory for Markov processes developed by Papanicolaou, Stroock, and Varadhan adapted to the context of probability-measure-valued processes.

Stochastic evolution equations and related measure processes

Basic results on stochastic differential equations in Hilbert and Banach space, linear stochastic evolution equations and some classes of nonlinear stochastic evolution equations are reviewed. The emphasis is on equations relevant to the study of spacetime stochastic processes. In particular the class of measure processes, the continuous analogs of spacetime population processes, is studied in detail.

The critical measure diffusion process

SummaryA multiplicative stochastic measure diffusion process is the continuous analogue of an infinite particle branching diffusion process. In this paper the limiting behavior of the critical measure diffusion process is investigated. Conditions are found under which a non-trivial steady state random measure exists and in this case a spatial central limit theorem is established.

Super-Brownian motion: Path properties and hitting probabilities

SummarySample path properties of super-Brownian motion including a one-sided modulus of continuity and exact Hausdorff measure function of the range and closed support are obtained. Analytic estimates for the probability of hitting balls lead to upper bounds on the Hausdorff measure of the set of k-multiple points and a sufficient condition for a set to be “polar”.

Skew convolution semigroups and affine Markov processes

A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew convolution semigroup. The corresponding affine Markov process is constructed as the strong solution of a system of stochastic equations with non-Lipschitz coefficients and Poisson-type integrals over some random sets. Based on this characterization, it is proved that the affine process arises naturally in a limit theorem for the difference of a pair of reactant processes in a catalytic branching system with immigration.

A Continuous Super-Brownian Motion in a Super-Brownian Medium

AbstractA continuous super-Brownian motion

A random wave process

X^Q

Stochastic McKean-Vlasov equations

is constructed in which branching occurs only in the presence of catalysts which evolve themselves as a continuous super-Brownian motion