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Law of Large Numbers for a particle system with explosion in finite time

Abstract:

We consider independent random walks with creation-annihilation of particles and possible explosion of the total number of particles in finite time. Rescaling space and rates, we obtain a strong law of large numbers for the density of particles in the supremum norm, which limit is given by a semilinear heat equation with source of type xp, p between 1 and 3. It is also proved that the explosion time converges in probability to the explosion time of the PDE.

Joint work with P. Groisman (Universidad de Buenos Aires).
 
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