Spines, skeletons and the Strong Law of Large Numbers for superdiffusions
Maren Eckhoff, Andreas E. Kyprianou, Matthias Winkel

TL;DR
This paper establishes a Strong Law of Large Numbers for superdiffusions using skeleton decomposition and spine techniques, providing new insights into their long-term behavior and confirming a conjecture for the super-Wright-Fisher diffusion.
Contribution
It introduces a novel method based on skeleton and spine techniques to prove the SLLN for a broad class of superdiffusions, including key models like the super-Wright-Fisher.
Findings
Proves SLLN for superdiffusions with a wide class of branching mechanisms.
Confirms a conjecture by Fleischmann and Swart for the super-Wright-Fisher diffusion.
Provides structural insights into the driving forces behind the SLLN.
Abstract
Consider a supercritical superdiffusion (X_t) on a domain D subset R^d with branching mechanism -\beta(x) z+\alpha(x) z^2 + int_{(0,infty)} (e^{-yz}-1+yz) Pi(x,dy). The skeleton decomposition provides a pathwise description of the process in terms of immigration along a branching particle diffusion. We use this decomposition to derive the Strong Law of Large Numbers (SLLN) for a wide class of superdiffusions from the corresponding result for branching particle diffusions. That is, we show that for suitable test functions f and starting measures mu, < f,X_t>/P_{mu}[< f,X_t>] -> W_{infty}, P_{mu}-almost surely as t->infty, where W_{infty} is a finite, non-deterministic random variable characterised as a martingale limit. Our method is based on skeleton and spine techniques and offers structural insights into the driving force behind the SLLN for superdiffusions. The result covers…
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Taxonomy
TopicsStochastic processes and statistical mechanics · Advanced Mathematical Modeling in Engineering · Theoretical and Computational Physics
