Open Access
November 2019 On the boundary of the zero set of super-Brownian motion and its local time
Thomas Hughes, Edwin Perkins
Ann. Inst. H. Poincaré Probab. Statist. 55(4): 2395-2422 (November 2019). DOI: 10.1214/18-AIHP952

Abstract

If $X(t,x)$ is the density of one-dimensional super-Brownian motion, we prove that

\[\operatorname{dim}\bigl(\partial\bigl\{x:X(t,x)>0\bigl\}\bigl)=2-2\lambda_{0}\in(0,1)\quad\text{a.s. on }\{X_{t}\neq0\},\] where $-\lambda_{0}\in(-1,-1/2)$ is the lead eigenvalue of a killed Ornstein–Uhlenbeck process. This confirms a conjecture of Mueller, Mytnik and Perkins (Ann. Probab. 45 (2017) 3481–3543) who proved the above with positive probability. To establish this result we derive some new basic properties of a boundary local time recently introduced by one of us (Hughes), and analyze the behaviour of $X(t,\cdot)$ near the upper edge of its support. Numerical estimates of $\lambda_{0}$ suggest that the above Hausdorff dimension is approximately $0.224$.

Si l’on note $X(t,x)$ la densité du super-mouvement brownien de dimension $1$, nous montrons que

\[\operatorname{dim}\bigl(\partial\bigl\{x:X(t,x)>0\bigl\}\bigl)=2-2\lambda_{0}\in(0,1)\quad\text{p.s. sur }\{X_{t}\neq0\},\] ou $-\lambda_{0}\in(-1,-1/2)$ est la valeur propre dominante d’un processus d’Ornstein–Uhlenbeck tué. Ceci confirme une conjecture de Mueller, Mytnik et Perkins (Ann. Probab. 45 (2017) 3481–3543), qui avaient montré que cette propriété a lieu avec probabilité strictement positive. Pour démontrer ce résultat, nous établissons quelques propriétés de base d’un temps local de bord introduit récemment par T. Hughes, et nous analysons le comportement de $X(t,\cdot)$ près de la borne supérieure de son support. Des simulations numériques de $\lambda_{0}$ suggèrent que la dimension de Hausdorff ci-dessus est approximativement $0{,}224$.

Citation

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Thomas Hughes. Edwin Perkins. "On the boundary of the zero set of super-Brownian motion and its local time." Ann. Inst. H. Poincaré Probab. Statist. 55 (4) 2395 - 2422, November 2019. https://doi.org/10.1214/18-AIHP952

Information

Received: 19 February 2018; Revised: 30 September 2018; Accepted: 12 November 2018; Published: November 2019
First available in Project Euclid: 8 November 2019

zbMATH: 07161508
MathSciNet: MR4029158
Digital Object Identifier: 10.1214/18-AIHP952

Subjects:
Primary: 60J68
Secondary: 28A78 , 60H15 , 60J55

Keywords: Hausdorff dimension , Stochastic pde , Super-Brownian motion , Zero-one law

Rights: Copyright © 2019 Institut Henri Poincaré

Vol.55 • No. 4 • November 2019
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