Invariant measures of critical branching random walks in high dimension
Valentin Rapenne

TL;DR
This paper characterizes invariant measures for critical branching random walks in high dimensions, focusing on stable and finite-range motions, and provides a probabilistic proof contrasting previous PDE-based approaches.
Contribution
It offers a probabilistic characterization of cluster-invariant point processes for critical branching spatial processes in high dimensions, extending prior work with new techniques.
Findings
Invariant measures depend on the dimension being larger than a critical value.
For Brownian motion with finite variance offspring, the critical dimension is 2.
Probabilistic methods are used instead of PDE techniques.
Abstract
In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is -stable or has a finite discrete range. More precisely, when the motion is -stable with 2 and the offspring law of the branching process has an heavy tail such that (k) k --2-- , then we need the dimension d to be strictly larger than the critical dimension /. In particular, when the motion is Brownian and the offspring law has a second moment, this critical dimension is 2. Contrary to the previous work of Bramson, Cox and Greven in [BCG97] whose proof used PDE techniques, our proof uses probabilistic tools only.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Point processes and geometric inequalities · Stochastic processes and financial applications
