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A fluctuations limit for scaled age distributions and weighted Sobolev spaces

A fluctuations limit for scaled age distributions and weighted Sobolev spaces It is shown that under the central-limit scaling, the fluctuations of the space—time renormalized age distributions of particles (whose development is controlled by critical linear birth and death processes) around the law-of-large-numbers limit converge in a Hilbert space (containing the class of signed Radon measures with finite moment generating functionals) to a continuous Gaussian process satisfying a Langevin equation. So far, the space of rapidly decreasing functions has been considered to be the natural state space for the kind of limit theorem considered here. However, the space of rapidly decreasing functions is not suitable in the present context and we are led to define an appropriate family of Sobolev spaces. In fact, we construct a scale of Hilbert spaces based on the eigenfunctions expansions of an elliptic operator defined on a weightedL 2-space. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

A fluctuations limit for scaled age distributions and weighted Sobolev spaces

Applied Mathematics and Optimization , Volume 23 (1) – Mar 23, 2005

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References (18)

Publisher
Springer Journals
Copyright
Copyright © 1991 by Springer-Verlag New York Inc.
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
DOI
10.1007/BF01442393
Publisher site
See Article on Publisher Site

Abstract

It is shown that under the central-limit scaling, the fluctuations of the space—time renormalized age distributions of particles (whose development is controlled by critical linear birth and death processes) around the law-of-large-numbers limit converge in a Hilbert space (containing the class of signed Radon measures with finite moment generating functionals) to a continuous Gaussian process satisfying a Langevin equation. So far, the space of rapidly decreasing functions has been considered to be the natural state space for the kind of limit theorem considered here. However, the space of rapidly decreasing functions is not suitable in the present context and we are led to define an appropriate family of Sobolev spaces. In fact, we construct a scale of Hilbert spaces based on the eigenfunctions expansions of an elliptic operator defined on a weightedL 2-space.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Mar 23, 2005

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