Publication 13-CNA-002

Limit Theorems for Smoluchowski Dynamics Associated with Critical Continuous-State Branching Processes

Gautam Iyer
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213
gautam@math.cmu.edu

Nicholas Leger
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213
nleger@andrew.cmu.edu

Robert L. Pego
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213
rpego@cmu.edu

Abstract: 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.

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