Abstract
We introduce a model of branching Brownian motions in time-space random environment associated with the Poisson random measure. We prove that, if the randomness of the environment is moderated by that of the Brownian motion, the population density satisfies a central limit theorem and the growth rate of the population size is the same as its expectation with strictly positive probability. We also characterize the diffusive behavior of our model in terms of the decay rate of the replica overlap. On the other hand, we show that, if the randomness of the environment is strong enough, the growth rate of the population size is strictly less than its expectation almost surely. To do this, we use a connection between our model and the model of Brownian directed polymers in random environment introduced by Comets and Yoshida.
Similar content being viewed by others
References
Athreya, K.B., Ney, P.E.: Branching Processes. Springer, New York (1972)
Bertin, P.: Positivity of the Lyapunov exponent for Brownian directed polymers in random environment in dimension one. Preprint
Bertin, P.: Free energy for Brownian directed polymers in random environment in dimension two. Preprint
Birkner, M., Geiger, J., Kersting, G.: Branching processes in random environment—a view on critical and subcritical cases. In: Interacting Stochastic Systems, pp. 269–291. Springer, Berlin (2005)
Chen, Z.-Q.: Gaugeability and conditional gaugeability. Trans. Am. Math. Soc. 354, 4639–4679 (2002)
Chen, Z.-Q., Shiozawa, Y.: Limit theorems for branching Markov processes. J. Funct. Anal. 250, 374–399 (2007)
Comets, F.: Weak disorder for low dimensional polymers: the model of stable laws. Markov Processes Relat. Fields 13, 681–696 (2007)
Comets, F., Yoshida, N.: Some new results on Brownian directed polymers in random environment. Sūrikaisekikenkyūsho Kōkyūroku 1386, 50–66 (2004)
Comets, F., Yoshida, N.: Brownian directed polymers in random environment. Commun. Math. Phys. 254, 257–287 (2005)
Hu, Y., Yoshida, N.: Localization for branching random walks in random environment. Stoch. Process. Their Appl. 119, 1632–1651 (2009)
Ikeda, N., Nagasawa, M., Watanabe, S.: Branching Markov processes I. J. Math. Kyoto Univ. 8, 233–278 (1968)
Ikeda, N., Nagasawa, M., Watanabe, S.: Branching Markov processes II. J. Math. Kyoto Univ. 8, 365–410 (1968)
Ikeda, N., Nagasawa, M., Watanabe, S.: Branching Markov processes III. J. Math. Kyoto Univ. 9, 45–160 (1969)
Kaplan, N.: A continuous time Markov branching model with random environments. Adv. Appl. Probab. 5, 37–54 (1973)
Nakashima, M.: Almost sure central limit theorem for branching random walks in random environment. Preprint
Revuz, D., Yor, M.: Continuous Martingales and Brownian Motion, 3rd edn. Springer, Berlin (1999)
Savits, T.H.: Branching Markov processes in a random environment. Indiana Univ. Math. J. 21, 907–923 (1972)
Shiozawa, Y.: Exponential growth of the numbers of particles for branching symmetric α-stable processes. J. Math. Soc. Jpn. 60, 75–116 (2008)
Shiozawa, Y.: Localization for branching Brownian motions in random environment (submitted)
Smith, W., Wilkinson, W.: On branching processes in random environments. Ann. Math. Stat. 40, 814–827 (1969)
Takeda, M.: Conditional gaugeability and subcriticality of generalized Schrödinger operators. J. Funct. Anal. 191, 343–376 (2002)
Watanabe, S.: Limit theorems for a class of branching processes. In: Chover, J. (ed.) Markov Processes and Potential Theory, pp. 205–232. Wiley, New York (1967)
Yoshida, N.: Central limit theorem for branching random walks in random environment. Ann. Appl. Probab. 18, 1619–1635 (2008)
Yoshida, N.: Private communication (2008)
Author information
Authors and Affiliations
Corresponding author
Additional information
Partly supported by the Global COE program at Department of Mathematics and Research Institute for Mathematical Sciences, Kyoto University.
Rights and permissions
About this article
Cite this article
Shiozawa, Y. Central Limit Theorem for Branching Brownian Motions in Random Environment. J Stat Phys 136, 145–163 (2009). https://doi.org/10.1007/s10955-009-9774-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10955-009-9774-5