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 d−D 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).