Spatially homogeneous random evolutions
Donald A. Dawson and
Habib Salehi
Journal of Multivariate Analysis, 1980, vol. 10, issue 2, 141-180
Abstract:
Spatially homogeneous random evolutions arise in the study of the growth of a population in a spatially homogeneous random environment. The random evolution is obtained as the solution of a bilinear stochastic evolution equation. The main results are concerned with the asymptotic behavior of the solution for large times. In particular, conditions for the existence of a stationary random field are established. Furthermore space-time renormalization limit theorems are obtained which lead to either Gaussian or non-Gaussian generalized processes depending on the case under consideration.
Keywords: Random; evolution; multiple; Wiener; integrals; limit; theorems; renormalization (search for similar items in EconPapers)
Date: 1980
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