Spines, skeletons and the strong law of large numbers for superdiffusions

Citation
Eckhoff, Maren et al., Spines, skeletons and the strong law of large numbers for superdiffusions, Annals of probability , 43(5), 2015, pp. 2545-2610
Journal title
ISSN journal
00911798
Volume
43
Issue
5
Year of publication
2015
Pages
2545 - 2610
Database
ACNP
SICI code
Abstract
Consider a supercritical superdiffusion (Xt)t.0 on a domain D.Rd with branching mechanism (x,z)...(x)z+.(x)z2+.(0,.)(e.zy.1+zy).(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 , .f,Xt.P.[.f,Xt.].W.P.-almost surely as t.., where W. is a finite, non-deterministic random variable characterized 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 many of the key examples of interest and, in particular, proves a conjecture by Fleischmann and Swart [Stochastic Process. Appl. 106 (2003) 141.165] for the super-Wright.Fisher diffusion.