Commun. Math. Phys. 195, 627 – 642 (1998) Communications in Mathematical Physics © Springer-Verlag 1998 A Phase Transition for Hyperbolic Branching Processes F. I. Karpelevich 1, 2 , E. A. Pechersky 2 , Yu. M. Suhov 2 , 3 1 Moscow Transport University (MIIT), The Russian Ministry of Railways, Moscow 101475, Russia 2 The Dobrushin Mathematical Laboratory, Institute for Problems of Information Transmission, The Russian Academy of Sciences, GSP-4 Moscow 101447, Russia 3 Statistical Laboratory, DPMMS, University of Cambridge, Cambridge CB2 1SB, England, UK Received: 22 September 1997 / Accepted: 19 December 1997 Abstract: Consider a time- and space-homogeneous random branching Markov process on a dD Lobachevsky space H d . Its asymptotic behaviour can be described in terms of the Hausdorff dimension of the (random) set of the accumulation points (on the absolute H d ). The simplest and most well-known example is the Laplace–Beltrami branching diffusion; in the case d = 2 the Hausdorff dimension of was calculated in [LS]. In this paper we extend the formula for the Hausdorff dimension to d 3 and a larger class of branching processes. It turns out that the Hausdorff dimension of takes either a value from (0, (d 1)/2) or equals d 1, the Euclidean dimension of H d , which gives an interesting exmaple of a “geometric” phase transition. 1. The Main Result Introduction. This paper deals with the Hausdorff dimension of the limiting set of a homogeneous branching Markov process on the d-dimensional hyperbolic, or Lobachevsky, space H d . The problem was put forward by Lalley and Sellke, and we refer the reader to the introduction to [LS], where it is discussed in the case of a homogeneous branching diffusion on a Lobachevsky plane H 2 . (In this model, the generator of the individual Markov process is one half of the standard Laplace–Beltrami operator.) The main result of Lalley and Sellke is that the Hausdorff dimension of (which is a subset of the absolute H 2 ) for the branching diffusion with the offspring number two and fission rate λ equals (1 1 8λ)/2 if λ 1/8 and 1 if λ> 1/8. A phase transition discovered in [LS] and manifested in the discontinuity of the Hausdorff dimension at λ This work was supported in part by the Russian Foundation for Fundamental Research (Grants 96 01 00150 and 97-01-00747); the Russian Ministry of Railways Fund “NIOKR”; The London Mathematical Society; St John’s College, Cambridge; Dublin Institute for Advanced Studies; I.H.E.S., Bures-sur-Yvette; the EC Grant “Training Mobility and Research” (Contracts CHRX-CT 930411 and ERBMRXT-CT 960075A) and the INTAS Grant “Mathematical Methods for Stochastic Discrete Event Systems” (INTAS 93-820).