Date of Original Version

2-2015

Type

Article

Rights Management

© Institute of Mathematical Statistics, 2015

Abstract or Description

We investigate the well-posedness and asymptotic self-similarity of solutions to a generalized Smoluchowski coagulation equation recently introduced by Bertoin and Le Gall in the context of continuous-state branching theory. In particular, this equation governs the evolution of the Lévy measure of a critical continuous-state branching process which becomes extinct (i.e., is absorbed at zero) almost surely. We show that a nondegenerate scaling limit of the Lévy measure (and the process) exists if and only if the branching mechanism is regularly varying at 0. When the branching mechanism is regularly varying, we characterize nondegenerate scaling limits of arbitrary finite-measure solutions in terms of generalized Mittag–Leffler series.

DOI

10.1214/14-AAP1008

Included in

Mathematics Commons

Share

COinS
 

Published In

Annals of Applied Probability, 25, 2, 675-713.