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# SPATIAL STRUCTURE IN LOW DIMENSIONS FOR DIFFUSION LIMITED TWO-PARTICLE REACTIONS

BY MAURY BRAMSON111Partially supported by NSF Grant DMS-96-26196. AND JOEL L. LEBOWITZ222Partially supported by NSF Grant DMR-95-23266. J.L.L. would also like to thank DIMACS and its supporting agencies, the NSF under contract STC-91-19999 and the N.J. Commission on Science and Technology.

University of Minnesota and Rutgers University

Consider the system of particles on $`Z^d`$ where particles are of two types, $`A`$ and $`B`$, and execute simple random walks in continuous time. Particles do not interact with their own type, but when a type $`A`$ particle meets a type $`B`$ particle, both disappear. Initially, particles are assumed to be distributed according to homogeneous Poisson random fields, with equal intensities for the two types. This system serves as a model for the chemical reaction $`A+Binert`$. In \[BrLe91a\], the densities of the two types of particles were shown to decay asymptotically like $`1/t^{d/4}`$ for $`d<4`$ and $`1/t`$ for $`d4`$, as $`t\mathrm{}`$. This change in behavior from low to high dimensions corresponds to a change in spatial structure. In $`d<4`$, particle types segregate, with only one type present locally. After suitable rescaling, the process converges to a limit, with density given by a Gaussian process. In $`d>4`$, both particle types are, at large times, present locally in concentrations not depending on the type, location or realization. In $`d=4`$, both particle types are present locally, but with varying concentrations. Here, we analyze this behavior in $`d<4`$; the behavior for $`d4`$ will be handled in a future work \[BrLe99\].

AMS 1991 subject classification. 60K35. Key words: Diffusion limited reaction; annihilating random walks; asymptotic densities; spatial structure

Table of Contents 1. Introduction2

2. Summaries of the proofs of Theorems 1 and 26

3. Approximation of $`\xi _t`$ by earlier conditional expectations10

4. Approximation of $`\xi _sK_{ts}`$ by $`\xi _0N_t`$17

5. Approximation of $`\xi _t`$ by $`\xi _0N_t`$23

6. Upper bounds on $`E[\xi _t^m()]`$27

7. Approximation of $`\xi _t^A`$ and $`\xi _t^B`$33

8. Convergence of $`{}_{}{}^{T}\widehat{\xi }_{t}^{}`$ to $`(2\lambda )^{1/2}(\mathrm{\Phi }N_t)`$43

9. Local behavior of $`\xi _t`$53

References60

1. Introduction Consider a system of particles of two types on $`Z^d`$, $`A`$ and $`B`$, which execute simple random walks in continuous time at rate $`d`$. That is, the motion of different particles is independent, and a particle at site $`x`$ will jump to a given one of its $`2d`$ nearest neighbors at rate $`1/2`$. Particles are assumed not to interact with their own type – multiple $`A`$ particles or multiple $`B`$ particles can occupy a given site. However, when a particle meets a particle of the opposite type, both disappear. (When a particle simultaneously meets more than one particle of the opposite type, it will cause only one of these particles to disappear.)

We assume that particles are initially distributed according to independent homogeneous Poisson random fields, with intensity $`\lambda `$ for each type of particle. That is, the probability of there being $`j_1`$ type $`A`$ particles and $`j_2`$ type $`B`$ particles at a given site $`x`$ is $`e^{2\lambda }\lambda ^{j_1+j_2}/j_1!j_2!`$. If there are initially both $`A`$ and $`B`$ particles at a site $`x`$, they immediately cancel each other out as much as possible. We denote by $`\xi _t^A(x)`$ and $`\xi _t^B(x)`$ the number of $`A`$ particles, respectively, the number of $`B`$ particles at site $`x`$, and by $`\xi _t^A(E)`$ and $`\xi _t^B(E)`$ the number of such particles in a finite set $`EZ^d`$. Also, set $`\xi _t^\mathrm{\#}(E)=\xi _t^A(E)+\xi _t^B(E)`$, for the total number of particles in $`E`$. We associate with each $`A`$ particle the value $`1`$ and with each $`B`$ particle the value 1, and denote by $`\xi _t(x)`$ the signed number of particles at $`xZ^d`$, i.e., $`\xi _t(x)=\xi _t^B(x)\xi _t^A(x)`$. Similarly, $`\xi _t(E)=\xi _t^B(E)\xi _t^A(E)`$. We denote by $`\xi _t`$, $`\xi _t(Z_+^2)^{Z^d}`$, the random state of the system at time $`t`$, where $`Z_+`$ designates the nonnegative integers; the first coordinate at each site corresponds to the number of $`A`$ particles there, and the second coordinate to the number of $`B`$ particles. We write $`\xi _0`$ for the initial state before $`A`$ and $`B`$ particles originally at the same site have annihilated one another.

The above two-particle annihilating random walk can serve as a model for the irreversible chemical reaction $`A+Binert`$, where both particle types are mobile. $`A`$ and $`B`$ can also represent matter and antimatter. There has been substantial interest in this model in the physics literature over the last two decades following papers by Ovchinnikov and Zeldovich \[OvZe78\], Toussaint and Wilczek \[ToWi83\], and Kang and Redner (KaRe85); see \[BrLe91a\] for a more complete set of references, and \[LeCa95\] and \[LeCa97\] for more recent work.

Let $`\rho _A(t)`$ and $`\rho _B(t)`$ denote the densities of $`A`$ and $`B`$ particles at the origin, i.e.,

$$\begin{array}{cc}\hfill \rho _A(t)& =E[\mathrm{\#}A\text{particles at}0\text{at time}t],\hfill \\ \hfill \rho _B(t)& =E[\mathrm{\#}B\text{particles at}0\text{at time}t].\hfill \end{array}$$
$`(1.1)`$
(In the paper, $`E`$ will be used for both expectations and sets.) Since $`\xi _0`$ is translation invariant, its densities do not depend on the site $`x`$. The difference $`\rho _B(t)\rho _A(t)`$ remains constant for all $`t`$, because particles annihilate in pairs. Since $`\rho _A(0)=\rho _B(0)=\lambda `$, one has $`\rho _A(t)=\rho _B(t)`$ for all $`t`$, which we will denote by $`\rho (t)`$. In \[BrLe91a\], it was shown that

$$\begin{array}{cc}\hfill c_d\lambda ^{1/2}/t^{d/4}& \rho (t)c_d^{}\lambda ^{1/2}/t^{d/4}\text{for}d<4,\hfill \\ \hfill c_4(\lambda ^{1/2}1)/t& \rho (t)c_4^{}(\lambda ^{1/2}1)/t\text{for}d=4,\hfill \\ \hfill c_d/t& \rho (t)c_d^{}/t\text{for}d>4,\hfill \end{array}$$
$`(1.2)`$
for large $`t`$ and appropriate positive constants $`c_d`$ and $`c_d^{}`$; here, $`ab=\mathrm{max}(a,b)`$. (Bounds were also derived when the initial densities are unequal.) The asymptotic power laws in (1.2) were previously obtained, in \[ToWi83\] and \[KaRe85\], using heuristic arguments.

The asymptotics of $`\rho (t)`$ in (1.2) are tied to the spatial structure of $`\xi _t`$, which also depends on $`d`$. The slow rate of decay for $`d<4`$ corresponds to the presence locally, at large times, of only one type of particle, typically. This behavior is a consequence of the random fluctuations in the numbers of $`A`$ and $`B`$ particles locally in the initial state, and the tendency for particles of the local minority type to be annihilated before they can be replenished by the arrival of particles from outside the region. In particular, the random walks executed by these particles are diffusive, which imposes limitations on the rate of mixing of particles. For $`d>4`$, $`A`$ and $`B`$ particles remain sufficiently mixed so that the behavior is different, and mean field reasoning gives the correct asymptotics. Namely, assuming that $`d\rho _A(t)/dt`$ is proportional to $`\rho _A(t)\rho _B(t)=(\rho _A(t))^2`$, then $`\rho (t)=\rho _A(t)`$ will decay like a multiple of $`1/t`$, which is the right answer. In this latter setting, the limiting density does not depend on the initial densities. The dimension $`d=4`$ is a hybrid of the previous two cases, with both mechanisms playing a role.

It is the purpose of this paper to analyze the spatial structure of $`\xi _t`$ in $`d<4`$. The behavior of $`\xi _t`$ in $`d4`$ will be covered in \[BrLe99\]. Our main results are Theorems 1 and 2. Theorem 1 gives the macroscopic limiting behavior of the process. It says, in essence, that $`\xi _t`$, under diffusive scaling, converges to a limit which is the convolution of white noise with the normal kernel. Regions where this convolution is positive correspond to regions where only $`B`$ particles are present, with negative regions corresponding to the presence of $`A`$ particles.

By white noise, we mean the stochastic process $`\mathrm{\Phi }`$ whose domain is the set of finite rectangular solids $`DR^d`$, with sides parallel to the coordinate axes, such that any linear combination $`_{j=1}^na_j\mathrm{\Phi }(D_j)`$ is normally distributed with mean $`0`$, and, for any $`D_1`$ and $`D_2`$,

$$E[\mathrm{\Phi }(D_1)\mathrm{\Phi }(D_2)]=|D_1D_2|.$$
$`(1.3)`$
Loosely speaking, $`<\mathrm{\Phi }(x)\mathrm{\Phi }(y)>=\delta (xy)`$ for $`x,yR^d`$, i.e., $`\mathrm{\Phi }(x)`$ is a Gaussian field with a $`\delta `$-function covariance, in physics terminology. (One can alternatively define $`\mathrm{\Phi }`$ as the linear functional on the Schwartz space of rapidly decreasing functions $`f:R^dR`$, where $`\mathrm{\Phi }(f)`$ is normally distributed with mean $`0`$, and $`E[\mathrm{\Phi }(f_1)\mathrm{\Phi }(f_2)]=_{R^d}f_1(x)f_2(x)𝑑x`$.) These rules specify a generalized Gaussian random field on $`R^d`$. We will assume that $`\mathrm{\Phi }(D)`$ is, for each realization, continuous in the coordinates of $`D`$; a version of the process exists for which this holds. White noise is closely connected with Brownian sheet, and the above definition is motivated by this relationship. (More detail will be given in Section 8.)

We will write $`N_t()`$ for the density of a normal random variable with mean 0 and covariance matrix $`tI`$, i.e.,

$$N_t(x)=(2\pi t)^{d/2}e^{|x|^2/2t}\text{for}xR^d,$$
$`(1.4)`$
where $`||`$ is the Euclidean norm. We write $`N_t(E)=_EN_t(x)𝑑x`$ for measurable $`ER^d`$. Let $`\mathrm{\Phi }N_t`$ denote the convolution of $`\mathrm{\Phi }`$ with $`N_t`$, that is,

$$(\mathrm{\Phi }N_t)(D)=_{R^d}\mathrm{\Phi }(Dx)N_t(x)𝑑x,$$
$`(1.5)`$
where $`D+y`$ designates $`D`$ translated by $`y`$. Since $`\mathrm{\Phi }N_t`$ is the average of translates of a generalized Gaussian random field, $`\mathrm{\Phi }N_t`$ is also Gaussian. Because of the smoothness of $`N_t`$, $`\mathrm{\Phi }N_t`$ will have a density $`(\mathrm{\Phi }N_t)(x)`$; it is Gaussian with variance $`(4\pi t)^{d/2}`$ at each point. We will write $`(\mathrm{\Phi }N_t)^{}(D)`$ and $`(\mathrm{\Phi }N_t)^+(D)`$ for the integrals of the negative and positive parts of $`(\mathrm{\Phi }N_t)(x)`$ over $`D`$.

To state Theorem 1, we need to normalize $`\xi _t`$. The notation $`{}_{}{}^{T}\widehat{\xi }_{t}^{}`$ (respectively, $`{}_{}{}^{T}\widehat{\xi }_{t}^{A}`$ and $`{}_{}{}^{T}\widehat{\xi }_{t}^{B}`$) will denote $`\xi _t`$ (respectively, $`\xi _t^A`$ and $`\xi _t^B`$) after scaling time by $`T`$, space by $`T^{1/2}`$ in each direction, and the weight of individual particles by $`T^{d/4}`$. That is,

$${}_{}{}^{T}\widehat{\xi }_{t}^{}(E)=\xi _{Tt}(T^{1/2}E)/T^{d/4},$$
$`(1.6)`$
where $`EZ_{T^{1/2}}^d`$, which is $`Z^d`$ scaled by $`T^{1/2}`$ in each direction. The factor $`T^{d/4}`$ is mandated by the first line of (1.2). For $`ER^d`$, we set $`{}_{}{}^{T}\widehat{\xi }_{t}^{}(E)=^T\widehat{\xi }_t(EZ_{T^{1/2}}^d)`$.

Theorem 1 gives the limiting macroscopic behavior of $`\xi _t`$. It states that $`(^T\widehat{\xi }_t^A(D)`$, $`{}_{}{}^{T}\widehat{\xi }_{t}^{B}(D)`$) converges weakly, on $`R^2`$, to $`(2\lambda )^{1/2}((\mathrm{\Phi }N_t)^{}(D)`$, $`(\mathrm{\Phi }N_t)^+(D)`$), where $`\lambda `$ is the initial density for the $`A`$ and $`B`$ particles. Here and elsewhere in the paper, unless stated otherwise, rectangular solids $`D`$ will be of the form $`_{j=1}^d(y_j,x_j]`$. They will be called “rectangles” for short. Theorem 1. Let $`\mathrm{\Phi }`$ and $`N_t`$ be defined as above, with $`t>0`$, and let $`DR^d`$ be any finite rectangle. Then, for $`d<4`$,

$$(^T\widehat{\xi }_t^A(D),^T\widehat{\xi }_t^B(D))((2\lambda )^{1/2}(\mathrm{\Phi }N_t)^{}(D),(2\lambda )^{1/2}(\mathrm{\Phi }N_t)^+(D))$$
$`(1.7)`$
as $`T\mathrm{}`$. A more general version of Theorem 1, Theorem 4, is demonstrated in Section 8. There, it is shown that $`{}_{}{}^{T}\widehat{\xi }_{t}^{A}(D)`$ and $`{}_{}{}^{T}\widehat{\xi }_{t}^{B}(D)`$ are uniformly well approximated by $`(2\lambda )^{1/2}(\mathrm{\Phi }N_t)^{}(D)`$ and $`(2\lambda )^{1/2}(\mathrm{\Phi }N_t)^+(D)`$ over all $`t[1/M,M]`$, $`M>1`$, and all $`D`$ in a fixed cube. The rectangles $`D`$ in both theorems can easily be generalized, although one needs the cardinality of the collection of sets employed in Theorem 4 not to be too large, in order to avoid the piling up of small probability events where either $`{}_{}{}^{T}\widehat{\xi }_{t}^{A}(E)`$ or $`{}_{}{}^{T}\widehat{\xi }_{t}^{B}(E),ER^d`$, is badly behaved.

In the course of demonstrating Theorem 4, one obtains estimates that give the asymptotic behavior of $`\rho (t)`$. It is shown at the end of Section 6, that

$$\underset{t\mathrm{}}{lim}t^{d/4}\rho (t)=(\lambda /\pi )^{1/2}(4\pi )^{d/4}$$
$`(1.8)`$
when $`d<4`$. This strengthens the first line of (1.2). These limits were given in \[ToWi83\]. We also note it follows immediately from (1.7), that

$${}_{}{}^{T}\widehat{\xi }_{t}^{}(D)(2\lambda )^{1/2}(\mathrm{\Phi }N_t)(D)\text{as}T\mathrm{}.$$
$`(1.9)`$
Conversely, (1.7) will follow from (1.9), if one also knows that the particle types segregate.

In order to understand the spatial structure of $`\xi _t`$, one also needs to know its behavior on the microscopic scale. By (1.8), the correct spatial scaling will be $`t^{1/4}`$ in each direction, and so we set

$$\stackrel{ˇ}{\xi }_t(E)=\xi _t(t^{1/4}E),$$
$`(1.10)`$
with $`EZ_{T^{1/4}}^d`$, and $`\stackrel{ˇ}{\xi }_t^A`$ and $`\stackrel{ˇ}{\xi }_t^B`$ being defined analogously. One can also guess at the limiting spatial structure of $`\stackrel{ˇ}{\xi }_t`$. Particles will, at large times, only be annihilated occasionally. This allows particles the time to mix locally, without interaction. They should therefore be independently distributed locally, as $`t\mathrm{}`$. This produces a Poisson random field, after conditioning on the intensity at $`x=0`$, $`(2\lambda )^{1/2}(\mathrm{\Phi }N_1)(0)`$, with the type of particle present depending on the sign of $`(\mathrm{\Phi }N_1)(0)`$. The random variable $`(\mathrm{\Phi }N_1)(0)`$ is normally distributed, with mean $`0`$ and variance $`(4\pi )^{d/2}`$.

With this behavior in mind, we denote by $`𝒫_c`$ the Poisson random field of $`A`$ particles with intensity $`c^{}`$ if $`c0`$, and the Poisson random field of $`B`$ particles with intensity $`c^+`$ if $`c>0`$. We interpret $`𝒫_c`$ as a vector, with the first component corresponding to $`A`$ particles and the second coordinate to $`B`$ particles. Also, for $`F`$ a probability distribution function on $`R`$, set

$$𝒫_F=𝒫_c𝑑F(c),$$
$`(1.11)`$
i.e., $`𝒫_F`$ is the convex combination of homogeneous Poisson random fields with intensities weighted according to $`F`$.

In Theorem 2, $``$ denotes weak convergence with respect to the Borel measures on $`R^d`$ having finite mass on all compact subsets. (The space of measures is assumed to be equipped with the topology of vague convergence on $`R^d`$, i.e., integration is against $`fC_c^+(R^d)`$, where $`C_c^+(R^d)`$ is the set of nonnegative continuous functions on $`R^d`$ with compact support.) Theorem 2. For $`d<4`$,

$$(\stackrel{ˇ}{\xi }_t^A,\stackrel{ˇ}{\xi }_t^B)𝒫_F\text{as}t\mathrm{},$$
$`(1.12)`$
where $`F`$ is the distribution of a normal random variable with mean $`0`$ and variance $`2\lambda (4\pi )^{d/2}`$. In this paper, we will demonstrate Theorem 2 and Theorem 4, the more general version of Theorem 1 mentioned earlier. Versions of these results were summarized in \[BrLe91b\]. An outline of the main steps leading to these results will be given in the next section.

Certain features of the asymptotic behavior of the model considered here are shared by two simpler systems, coalescing random walk and annihilating random walk. Both cases consist of particles on $`Z^d`$, of a single type, which execute independent simple random walks. In the first case, when two particles meet, they coalesce into a single particle, whereas, in the second case, they annihilate one another. The two models can be interpreted in terms of the chemical reactions $`A+AA`$ and $`A+Ainert`$, respectively. For both models, it is natural to assume that all sites are initially occupied.

The asymptotic behavior of both models is known. For the coalescing random walk, the density is asymptotically $`1/\sqrt{\pi t}`$ in $`d=1`$, $`(\mathrm{log}t)/\pi t`$ in $`d=2`$, and $`1/\gamma _dt`$, for appropriate $`\gamma _d`$, in $`d3`$ (\[BrGr80\]). The asymptotic density of annihilating random walk is, in each case, one half as great (\[Ar81\]). Scaling, so as to compensate for the decrease in density, produces analogs of Theorem 2. For $`d2`$, the limiting measure is again Poisson (\[Ar81\]), but, in $`d=1`$, it is not (\[Ar79\]).

Recent work \[KeVa98\] considers a generalization of the above coalescing random walk. There, coalescence is not automatic when two particles meet, and occurs with a probability that depends on the number of particles present at a site. Results are obtained for $`d6`$.

2. Summaries of the Proofs of Theorems 1 and 2 In this section, we summarize the proofs of Theorems 1 and 2. We present the main steps, providing motivation in each case. Proofs of the individual steps are given in the remaining sections.

Rather than directly show Theorem 1, our approach will be to first show Theorem 3, which is given below. This result is a more concrete analog of Theorem 1, which compares $`\xi _t`$ with $`\xi _0N_t`$ along individual sample paths, instead of showing weak convergence of $`{}_{}{}^{T}\widehat{\xi }_{t}^{}`$ to $`(2\lambda )^{1/2}(\mathrm{\Phi }N_t)`$. The result also shows that the distribution of particles for $`\xi _t`$, at large times, is essentially deterministic if $`\xi _0`$ is known. Error bounds for the corresponding estimates, in (2.2) and (2.3), are given in terms of powers of $`T`$; one has $`T^{d/41/9,000}`$ inside of $`P()`$, and $`T^{1/9,000}`$ on the right side of the inequalities. (The exact values of the small constants are not important, but show that convergence occurs at least at a polynomial rate.)

Here and later on in the paper, $`𝒟_R`$ will denote the set of all rectangles contained in $`D_R=_{j=1}^d(R/2,R/2]`$, the semiclosed cube of length $`R`$ centered at the origin. (Recall that rectangles are always assumed to be of the form $`_{j=1}^d(y_j,x_j]`$.) Since the particles in $`\xi _t`$ reside on $`Z^d`$, we will implicitly interpret such rectangles as subsets of $`Z^d`$, when there is no risk of ambiguity; $`|D|`$ will denote the number of sites in $`DZ^d`$. Since $`\xi _0`$ is discrete, the convolution $`\xi _0N_t`$ will be defined by summing over $`Z^d`$, i.e.,

$$(\xi _0N_t)(x)=\underset{yZ^d}{}\xi _0(xy)N_t(y)\text{for}xZ^d.$$
$`(2.1)`$
This contrasts with the convolution in (1.5), where one integrates over $`R^d`$. Throughout the paper, the initial density $`\lambda `$ of $`A`$ and $`B`$ particles will be considered to be fixed, with $`\lambda >0`$. As always, $`f(x)^+=f(x)0`$ and $`f(x)^{}=f(x)0`$. Theorem 3. For $`d<4`$ and given $`M>1`$,

$`P(\underset{t[T/M,MT]}{sup}\underset{D𝒟_{MT^{1/2}}}{sup}.|\xi _t^A(D){\displaystyle \underset{xD}{}}(\xi _0`$ $`N_t)(x)^{}|.T^{d/41/9,000})`$ $`2.2`$
$`T^{1/9,000}`$
and

$`P(\underset{t[T/M,MT]}{sup}\underset{D𝒟_{MT^{1/2}}}{sup}.|\xi _t^B(D){\displaystyle \underset{xD}{}}(\xi _0`$ $`N_t)(x)^+|.T^{d/41/9,000})`$ $`2.3`$
$`T^{1/9,000}`$
hold for sufficiently large $`T`$. In Section 8, we will derive Theorem 4, and hence Theorem 1, from Theorem 3. The basic procedure will be to show that $`\xi _0`$, when scaled as in (1.6), converges weakly to white noise $`\mathrm{\Phi }`$, and then to use Theorem 3 and the continuity of $``$ to obtain (1.7).

In order to demonstrate Theorem 3, we first demonstrate the following analog for $`\xi _t(D)`$, with $`t[T/M,T]`$ and $`D𝒟_{T^{1/2}}`$. (Rescaling $`T`$ will allow us to extend $`[T/M,T]`$ to $`[T/M,MT]`$, and $`𝒟_{T^{1/2}}`$ to $`𝒟_{MT^{1/2}}`$, when convenient later on.) Proposition 2.1. For $`d<4`$ and $`M>1`$,

$$P\left(\underset{t[T/M,T]}{sup}\underset{D𝒟_{T^{1/2}}}{sup}|\xi _t(D)(\xi _0N_t)(D)|T^{d/41/80}\right)\mathrm{exp}\{T^{1/42}\}$$
$`(2.4)`$
holds for sufficiently large $`T`$. This bound is considerably weaker than those in (2.2) and (2.3), in that it only measures the imbalance between the numbers of $`A`$ and $`B`$ particles locally, rather than their absolute numbers. (The exponential bound on the right side of the inequality is, of course, stronger.) Proposition 2.1 will be shown in Section 5.

In order to derive (2.2) and (2.3), one also needs to know that, locally, the number of particles of the “minority type” is negligible. For this, it will be sufficient to show that the expected number of such particles is small at specific times that are not too far apart. One will then be able to fill in the behavior at intermediate times, and apply Markov’s inequality to the expectation. For these purposes, we will employ Proposition 2.2. Together with Proposition 2.1, it will be used to demonstrate Theorem 3, in Section 7. Throughout the paper, we will employ the notation

$$\xi _t^m(E)=\xi _t^A(E)\xi _t^B(E),$$
$`(2.5)`$
for the number of particles of the minority type in $`E`$, where $`EZ^d`$. Here and later on, we use $`C_1,C_2,\mathrm{}`$ for positive constants whose exact values do not concern us. Proposition 2.2. Let $`d<4,M>1`$, and choose $`R_T`$ so that $`R_T=\delta _1(T)T^{1/2}`$, where $`\delta _1(T)T^{d/48}`$ and $`\delta _1(T)0`$ as $`T\mathrm{}`$. For sufficiently large $`T`$, there exist $`K`$ and $`t_1<t_2<\mathrm{}<t_K`$, with $`t_kt_{k1}\delta _1(T)T`$, $`[t_1,t_K][T/M,T]`$, $`[t_1,t_{K1}][T/2M,T]`$, and $`C_1`$ (depending on $`\lambda `$ and $`M`$), so that

$$E[\xi _{t_k}^m(D_{R_T})]C_1\delta _1(T)T^{d/4}(R_T)^d\text{for}k=1,\mathrm{},K.$$
$`(2.6)`$
The cube $`D_{R_T}`$ contains approximately $`(R_T)^d`$ sites, and so, by (1.2), will contain of order of magnitude $`T^{d/4}(R_T)^d`$ particles. Inequality (2.6) implies that $`\xi _{t_k}^m(D_{R_T})`$ is, on the average, much smaller than this, for $`R_T`$ chosen as above.

Proposition 2.2 will follow from machinery introduced in \[BrLe91a\]. The basic idea is that, if $`E[\xi _t^m(D_{R_T})]`$ is large for too long a stretch of time, enough annihilation will occur to contradict the bounds on $`\rho (t)`$ in (1.2). The bound (2.6) will also enable us to derive precise asymptotics on $`\rho (t)`$, for $`d<4`$, in Section 6. These are an improvement of the upper and lower bounds on $`\rho (t)`$ in (1.2).

The proof of Proposition 2.1 employs two main results. To state these, we need to introduce some additional notation. Let $`K_t(x)`$ denote the probability that a simple rate-$`d`$ continuous time random walk in $`Z^d`$, starting at the origin, is at $`x`$ at time $`t`$. Denote by $`{}_{s}{}^{}\eta _{t}^{}`$, $`s>0`$, the stochastic process in $`t`$ that is identical to $`\xi _t`$ up until time $`s`$, and for which, starting at time $`s`$, the existing particles continue to execute independent simple random walks as before, but without annihilation. We let $`\eta _t`$ denote the process of independent random walks with initial state $`\eta _0=\xi _0`$, the initial configuration of $`\xi _t`$ before $`A`$ and $`B`$ particles at the same site have annihilated one another. We also set $`{}_{0}{}^{}\eta _{t}^{}=\eta _t`$. The processes $`\xi _t`$ and $`{}_{s}{}^{}\eta _{t}^{}`$, $`s0`$, can all be constructed on the same probability space, so that they are all adapted to the same family of increasing $`\sigma `$-algebras $`_t`$, $`t0`$. To do this, we specify an arbitrary ranking of all of the particles initially in the system, with the rule that when more than two particles of opposite types meet, the highest ranked $`A`$ and $`B`$ particles are the ones which are annihilated. Then, $`_t`$ is defined to be the $`\sigma `$-algebra generated by the labeled random walks corresponding to $`\eta _r`$, for $`rt`$. Later on, we will also employ the $`\sigma `$-algebras $`_t^\xi _t`$, where $`_t^\xi `$ is generated by $`\xi _r`$, for $`rt`$.

It is easy to see that for any finite set $`EZ^d`$ and $`st`$,

$$E[\xi _t(E)_s]=E[_s\eta _t(E)_s]=(\xi _sK_{ts})(E),$$
$`(2.7)`$
where $``$ is defined as in (2.1). (In (2.7), the outer $`E`$ stands for expectation, whereas the inner $`E`$ is a subset of $`Z^d`$.) The following proposition says that, for large $`t`$, $`(\xi _{t^{1/4}}K_{tt^{1/4}})(E)`$ is a good approximation of $`\xi _t(E)`$. The reasons for this are basically that (1) there are few enough particles locally at time $`t^{1/4}`$, and therefore little enough randomness, so that, up to an error which is of smaller order than $`|E|/t^{d/4}`$, $`{}_{t^{1/4}}{}^{}\eta _{t}^{}(E)`$ can be replaced by its conditional expectation, and (2) the annihilation of pairs of $`A`$ and $`B`$ particles over $`[t^{1/4},t]`$ reduces this randomness still further, and so $`\xi _t(E)`$ can also be replaced by the same conditional expectation. Using (2.7), one can then substitute $`(\xi _{t^{1/4}}K_{tt^{1/4}})(E)`$ for this conditional expectation. Since, for our applications, $`ϵ|E|`$ will not be much less than $`t^{d/2}`$ and $`ϵ`$ will not be too small, the bound on the right side of (2.8) will be quite small. This result is demonstrated in Section 3. Here and later on, we use the abbreviation $`v_t(ϵ)=ϵt^{3/16}`$. Proposition 2.3. For $`d<4`$ and sufficiently large $`t`$,

$$\begin{array}{cc}\hfill P(|\xi _t(E)(\xi _{t^{1/4}}& K_{tt^{1/4}})(E)|ϵ|E|t^{d/4})\hfill \\ & 6\mathrm{exp}\{((ϵv_t(ϵ)|E|t^{9d/20})t^{1/8})\}\hfill \end{array}$$
$`(2.8)`$
holds for all $`ϵ`$ and $`EZ^d`$, with $`|E|t^d`$. The other estimate needed for Proposition 2.1 is a comparison of $`\xi _0N_t`$ with $`\xi _{t^{1/4}}K_{tt^{1/4}}`$. These two quantities will typically be close since particles do not wander far by time $`t^{1/4}`$, and since $`K_{tt^{1/4}}`$ can be approximated by $`N_t`$, by using an appropriate version of the local central limit theorem. The desired result, Proposition 2.4, is demonstrated in Section 4. Proposition 2.4. For any $`d`$, let $`t`$ be sufficiently large and $`st^{1/4}`$. Then, for all $`ϵ0`$,

$$P(|(\xi _0N_t)(0)(\xi _sK_{ts})(0)|ϵt^{d/4})4\mathrm{exp}\{(ϵ^21)t^{1/4}\}.$$
$`(2.9)`$
Note that since $`\xi _0`$ is translation invariant, the analog of (2.9) holds at all $`xZ^d`$. Corresponding bounds therefore hold for finite $`EZ^d`$, when factors of $`|E|`$ are inserted for both inequalities.

Propositions 2.3 and 2.4 are employed in Section 5 to show Proposition 2.1. After combining the two results, we still need to show that the bounds hold simultaneously over all $`t[T/M,T]`$ and $`D𝒟_{T^{1/2}}`$. Since the probabilities of the exceptional sets in (2.8) and (2.9) will be exponentially small, they can be summed over a fine lattice of elements in $`[T/M,T]\times 𝒟_{T^{1/2}}`$, while maintaining such bounds. One can then “fill in” the events corresponding to the values between the lattice points, to produce the desired uniformity over $`[T/M,T]\times 𝒟_{T^{1/2}}`$, as in (2.4) of Proposition 2.1.

Retracing the steps taken so far in this section, we have just discussed Propositions 2.3 and 2.4, which are the main steps in showing Proposition 2.1. As we discussed earlier, Proposition 2.1, together with Proposition 2.2, is employed to derive Theorem 3. By rescaling the process $`\xi _t`$ in Theorem 3, one then obtains Theorem 1.

We still need to discuss Theorem 2. The additional work required to demonstrate the theorem from the previous results is done in Section 9. The basic reasoning is that, over intervals of time ending in $`t`$ that are short relative to $`t`$, relatively little annihilation occurs, because of the smooth decrease in the density in (1.8). For the space scale of interest to us for $`\stackrel{ˇ}{\xi }_t`$, namely $`t^{1/4}`$, this is long enough for the local particles (typically of only one type) to thoroughly mix. Such a mixed state will, for a typical realization, be nearly Poisson for large $`t`$. Its intensity near $`0`$ will be given by $`t^{d/4}|(\xi _0N_t)(0)|`$. Laplace transforms are employed to carry out the proof.

As mentioned earlier, the behavior of $`\xi _t`$, for $`d4`$, will be handled in the future paper \[BrLe99\]. The behavior will be different than that considered here, for $`d<4`$, since both types of particles will co-exist locally. This leads to a different rate of decay for $`\rho (t)`$, which is given in (1.2). There are certain similarities, though, and the analogs of the results from Sections 3-5, for $`d<4`$, will also be stated for $`d4`$ at the end of their respective sections. They will be applied in \[BrLe99\].

3. Approximation of $`\xi _t`$ by Earlier Conditional Expectations In this section, we demonstrate Proposition 2.3, which states that for finite sets $`EZ^d`$ in $`d<4`$, $`\xi _t(E)`$ is approximated by $`(\xi _{t^{1/4}}K_{tt^{1/4}})(E)`$ with high probability. As outlined in Section 2, we do this by analyzing $`{}_{t^{1/4}}{}^{}\eta _{t}^{}`$, where, we recall, $`{}_{s}{}^{}\eta _{r}^{}`$, $`r[0,t]`$, is the process that evolves like $`\xi _r`$ up until time $`s`$, but where, over $`(s,t]`$, the annihilation of particles is quenched. The main goal of this section will be to show the following analog of Proposition 2.3, with $`{}_{t^{1/4}}{}^{}\eta _{t}^{}`$ substituted for $`\xi _t`$. Proposition 3.1. For $`d<4`$ and sufficiently large $`t`$,

$$\begin{array}{cc}\hfill P(|_{t^{1/4}}\eta _t(E)(\xi _{t^{1/4}}& K_{tt^{1/4}})(E)|ϵ|E|t^{d/4})\hfill \\ & 3\mathrm{exp}\{((ϵv_t(ϵ)|E|t^{9d/20})t^{1/8})\}\hfill \end{array}$$
$`(3.1)`$
holds for all $`ϵ`$ and $`EZ^d`$, with $`|E|t^d`$. (The exponent $`1/4`$ in the subscript $`t^{1/4}`$ is not crucial here; other choices would require a modification of the term $`t^{9d/20}`$.)

It is not difficult to deduce Proposition 2.3 from Proposition 3.1. The main step is given by the following lemma. Lemma 3.1. For all $`d`$ and $`st`$,

$$\begin{array}{cc}& P(_s\eta _t(E)\xi _t(E)0_t^\xi )1/2,\hfill \\ & P(_s\eta _t(E)\xi _t(E)0_t^\xi )1/2,\hfill \end{array}$$
$`(3.2)`$
hold a.s. for all $`EZ^d`$, with $`|E|<\mathrm{}`$. Proof. Both parts of (3.2) follow from the symmetric behavior of $`A`$ and $`B`$ particles. Two particles of types $`A`$ and $`B`$, which meet at some $`\tau (s,t]`$ under $`\xi _r`$, continue to evolve as independent simple random walks, $`Y^A(r)`$ and $`Y^B(r)`$, on $`[\tau ,t]`$, under $`{}_{s}{}^{}\eta _{t}^{}`$. The difference of indicator functions $`1(Y^B(r)E)1(Y^A(r)E)`$ is symmetric, and is independent of all other such pairs of random walks, when conditioned on $`_t^\xi `$. The sum of all such differences equals $`{}_{s}{}^{}\eta _{t}^{}(E)\xi _t(E)`$, and will again be symmetric when conditioned on $`_t^\xi `$. This implies (3.2). // Using Lemma 3.1, Proposition 2.3 follows immediately from Proposition 3.1. Setting $`s=t^{1/4}`$, one sees that at least half of the time when the exceptional event in (2.8) holds, the same is true for the event in (3.1). So, the upper bound on the probability on the event in (3.1) implies that in (2.8).

We now turn our attention to demonstrating Proposition 3.1. Most of the work required for the proposition is to show that $`(|\xi _{t^{1/4}}|K_{tt^{1/4}})(E)`$ is typically not too large. One then uses this bound in conjunction with a large deviation estimate. The desired bound on this convolution is given by the following result. Proposition 3.2. Let $`d<4`$. For given $`\delta >0`$, suppose that $`s`$ is sufficiently large, and that $`ts^4`$. Then,

$$P((|\xi _s|K_{ts})(x)2s^{(d/4\delta )})e^{s^{2/3}}$$
$`(3.3)`$
for all $`x`$. We first demonstrate Proposition 3.2. This will require Lemmas 3.2-3.4, which are given below. We will then show how Proposition 3.1 follows from Proposition 3.2.

We will employ moment generating functions to show (3.3). Rather than analyzing $`|\xi _s|K_{ts}`$ directly, we will look at $`|^x\xi _s|K_{ts}`$, for $`xZ^d`$. The process $`{}_{}{}^{x}\xi _{s}^{}`$ denotes the analog of $`\xi _s`$, but where the initial state is restricted to $`𝒜_s(x)`$, i.e., for $`|E|<\mathrm{}`$, $`{}_{}{}^{x}\xi _{0}^{}(E)=\xi _0(E𝒜_s(x))`$. The set $`𝒜_s(x)`$ is defined by

$$𝒜_s(x)=\{yZ^d:|yx|_{\mathrm{}}s/3\},$$
$`(3.4)`$
where $`||_{\mathrm{}}`$ denotes the sup norm. We construct $`{}_{}{}^{x}\xi _{s}^{}`$ on the same space as $`\xi _s`$, by assigning the same random walk paths to corresponding particles as was done before (2.7). Let $`𝒞_s`$ denote the set of all $`xZ^d`$ for which each coordinate is a multiple of $`s`$, the integer part of $`s`$. For the first part of the argument, we will restrict $`x`$ to $`𝒞_s`$. There, we will use the independence of the processes $`{}_{}{}^{x_1}\xi _{r}^{},^{x_2}\xi _r,\mathrm{}`$, for $`x_j𝒞_s,j=1,2,\mathrm{}`$, and $`r[0,t]`$. Then, when we analyze $`|\xi _s|K_{ts}`$, we will also consider translates of $`𝒞_s`$.

Lemma 3.2 states that, for any $`x`$, $`\xi _s(x)`$ and $`{}_{}{}^{x}\xi _{s}^{}(x)`$ are close in expectation. This is not surprising. The initial states $`\xi _0`$ and $`{}_{}{}^{x}\xi _{0}^{}`$ only differ at sites further than $`s/3`$ from $`x`$. By time $`s`$, the probability will be small that this difference will have worked its way to $`x`$. Lemma 3.2. For all $`d`$ and sufficiently large $`s`$,

$$E\left[\left|\xi _s(x)^x\xi _s(x)\right|\right]e^{C_2s}$$
$`(3.5)`$
for all $`x`$ and appropriate $`C_2>0`$. Together with (1.2), (3.5) gives the following bound on $`E[|^x\xi _s(x)|]`$. Lemma 3.2 will also be used in (3.19). Corollary 3.1. For $`d<4`$ and sufficiently large $`s`$,

$$E[|^x\xi _s(x)|]C_3/s^{d/4}$$
$`(3.6)`$
for all $`x`$ and appropriate $`C_3`$. The corollary will be used in the proof of Lemma 3.3. Proof of Lemma 3.2. We consider the “discrepancy” $`{}_{}{}^{x}𝒢_{r}^{}`$ between $`\xi _r`$ and $`{}_{}{}^{x}\xi _{r}^{}`$, at each time $`r`$. This set is defined as those $`A`$ and $`B`$ particles, from either $`\xi _r`$ or $`{}_{}{}^{x}\xi _{r}^{}`$, which still exist by time $`r`$ for one process but not for the other. (The initial discrepancy consists of particles of $`\xi _0`$ lying outside $`𝒜_s(x)`$.) In order for $`\xi _r(y)^x\xi _r(y)`$, $`{}_{}{}^{x}𝒢_{r}^{}`$ must contain a particle at $`y`$. One can check that the particles in $`{}_{}{}^{x}𝒢_{r}^{}`$ execute independent random walks except when $`A`$ and $`B`$ particles from the same process meet one another, and at least one of them is in $`{}_{}{}^{x}𝒢_{r}^{}`$. If both are in $`{}_{}{}^{x}𝒢_{r}^{}`$, the particles annihilate one another, and both disappear from $`{}_{}{}^{x}𝒢_{r}^{}`$. If only one is in $`{}_{}{}^{x}𝒢_{r}^{}`$, then, upon annihilation, this particle is replaced in the discrepancy by a particle of the opposite type (e.g., $`B`$ instead of $`A`$) at the same site, which belongs to the opposite process. So, $`{}_{}{}^{x}𝒢_{r}^{}`$ is dominated by a set of random walks, whose initial positions are given by the initial positions of the $`A`$ and $`B`$ particles outside $`𝒜_s(x)`$.

The distance between $`x`$ and $`𝒜_s(x)^c`$ is $`s/3`$. The initial positions of $`A`$ and $`B`$ particles for $`\xi _r`$ are given by Poisson random fields with intensity $`\lambda `$. It is therefore not difficult to show, using moment generating functions, that, for large $`s`$, the expected number of random walks at $`x`$ at time $`s`$, which were originally in $`𝒜_s(x)^c`$, is bounded above by

$$\lambda \underset{z=s/3+1}{}z^{d1}e^{C_4z}\lambda e^{C_4s/4}$$

for appropriate $`C_4>0`$ (see, e.g., the proof of Lemma 7.3). Since this dominates $`E[|\xi _s(x)^x\xi _s(x)|]`$, (3.5) follows. // In order to derive (3.3) of Proposition 3.2, we will need the following bound on the moment generating function of $`|^x\xi _s(x)|`$. Lemma 3.3. Let $`d<4`$, and fix $`\delta >0`$. Suppose that $`\theta >0`$ is bounded, $`s`$ is sufficiently large, and $`mZ^+`$ is chosen so that $`m!s^{d/4}`$. Then,

$$E[e^{\theta |^x\xi _s(x)|}]1+C_5(e^{\theta m}1)/s^{d/4\delta }$$
$`(3.7)`$
for all $`x`$ and appropriate $`C_5`$. Proof. For given $`mZ^+`$ and $`\theta >0`$, it is easy to check that

$$E[e^{\theta |^x\xi _s(x)|}]1+(e^{\theta m}1)P(^x\xi _s(x)0)+E[e^{\theta |^x\xi _s(x)|}1;|^x\xi _s(x)|>m].$$
$`(3.8)`$
By (3.6), the second term on the right is bounded above by

$$C_4(e^{\theta m}1)/s^{d/4}.$$
$`(3.9)`$
Denote by $`\eta _s^\mathrm{\#}(x)`$ the total number of particles at $`x`$ for the process $`\eta _s`$. To handle the third term, we note that it is at most

$$E[e^{\theta \eta _s^\mathrm{\#}(x)}1;\eta _s^\mathrm{\#}(x)>m].$$
$`(3.10)`$
Since $`\eta _s^\mathrm{\#}(x)`$ is Poisson with mean $`2\lambda `$, (3.10) is

$$e^{2\lambda }\underset{j>m}{}(e^{\theta j}1)(2\lambda )^j/j!.$$

For given $`\delta >0`$, bounded $`\theta `$, $`m!s^{d/4}`$ and large enough $`s`$, this is

$$(2\lambda )^m(e^{\theta m}1)/m!(e^{\theta m}1)/s^{d/4\delta }.$$
$`(3.11)`$
This provides an upper bound on the third term. Together, (3.8)-(3.11) give the bound in (3.7). // Using Lemma 3.3, we derive Lemma 3.4. It is the analog of Proposition 3.2, but with $`|^y\xi _s(y)|`$ in place of $`|\xi _s(y)|`$, and the sum being over $`y𝒞_s`$ rather than $`yZ^d`$. In the proof, we will use the local central limit bound

$$\underset{t\mathrm{}}{lim\; sup}\{t^{d/2}sup(K_{ts}(x):xZ^d,st/2)\}<\mathrm{},$$
$`(3.12)`$
as well as

$$\underset{t\mathrm{}}{lim\; sup}\{s^dsup(\underset{y𝒞_s}{}K_{ts}(xy):xZ^d,st^{1/2})\}<\mathrm{},$$
$`(3.13)`$
which hold for all $`d`$. These bounds follow from (4.5) and (4.8), respectively, together with simple bounds on the normal kernel $`N_{ts}`$. In Section 4, we will go into greater detail on such bounds. Lemma 3.4. Let $`d<4`$. For given $`\delta >0`$, suppose that $`s`$ is sufficiently large, and that $`ts^2`$. Then,

$$P(\underset{y𝒞_s}{}|^y\xi _s(y)|K_{ts}(xy)s^{(5d/4\delta )})\mathrm{exp}\{t^{d/2}/s^{5d/4}\}$$
$`(3.14)`$
for all $`x`$. Proof. Set $`\theta =\theta _y=t^{d/2}K_{ts}(xy)/m`$ in (3.7), where $`m`$ is the smallest integer satisfying $`m!s^{d/4}`$. By (3.12), $`m\theta _y`$ is bounded for large $`s`$ and $`t2s`$. So, by Lemma 3.3, one has, for given $`\delta ^{}>0`$,

$$\begin{array}{cc}\hfill E[\mathrm{exp}\{t^{d/2}|^y\xi _s(y)|& K_{ts}(xy)/m\}]\hfill \\ & 1+C_5(\mathrm{exp}\{t^{d/2}K_{ts}(xy)\}1)/s^{d/4\delta ^{}}\hfill \\ & 1+C_6t^{d/2}K_{ts}(xy)/s^{d/4\delta ^{}}\hfill \\ & \mathrm{exp}\{C_6t^{d/2}K_{ts}(xy)/s^{d/4\delta ^{}}\}\hfill \end{array}$$
$`(3.15)`$
for all $`x`$ and $`y`$, and appropriate $`C_6`$. One also has $`s^\delta ^{}m`$ for large $`s`$, and $`m`$ chosen as above. So, by (3.15),

$$E[\mathrm{exp}\{t^{d/2}|^y\xi _s(y)|K_{ts}(xy)/s^\delta ^{}\}]\mathrm{exp}\{C_6t^{d/2}K_{ts}(xy)/s^{d/4\delta ^{}}\}.$$
$`(3.16)`$
Now, for $`y_j𝒞_s`$$`j=1,2,\mathrm{}`$, the processes $`{}_{}{}^{y_1}\xi _{r}^{},^{y_2}\xi _r,\mathrm{}`$ are independent, as was mentioned below (3.4). Setting $`r=s`$, it therefore follows from (3.16), that

$$\begin{array}{cc}\hfill E[\mathrm{exp}\{t^{d/2}\underset{y𝒞_s}{}& |^y\xi _s(y)|K_{ts}(xy)/s^\delta ^{}\}]\hfill \\ & \mathrm{exp}\left\{(C_6t^{d/2}/s^{d/4\delta ^{}})\underset{y𝒞_s}{}K_{ts}(xy)\right\}.\hfill \end{array}$$

By (3.13), this is

$$\mathrm{exp}\{C_7t^{d/2}/s^{5d/4\delta ^{}}\}$$

for large $`s`$ with $`ts^2`$, and appropriate $`C_7`$. So, by Chebyshev’s inequality,

$$P(\underset{y𝒞_s}{}|^y\xi _s(y)|K_{ts}(xy)s^{(5d/4\delta )})\mathrm{exp}\{(C_7s^\delta ^{}s^{\delta \delta ^{}})t^{d/2}/s^{5d/4}\}.$$
$`(3.17)`$
If we set $`\delta ^{}=\delta /3`$, this is at most $`\mathrm{exp}\{t^{d/2}/s^{5d/4}\}`$ for large $`s`$, which implies (3.14).

// Using Lemmas 3.2 and 3.4, we demonstrate Proposition 3.2. Proof of Proposition 3.2. The bound (3.14) holds independently of $`x`$. Consequently, it also holds if one instead sums over translates $`𝒞_s+z`$ of $`𝒞_s`$, with $`zZ^d`$. By summing over all such $`s^d`$ translates, one obtains, for given $`\delta >0`$,

$$P(\underset{yZ^d}{}|^y\xi _s(y)|K_{ts}(xy)s^{(d/4\delta )})s^d\mathrm{exp}\{t^{d/2}/s^{5d/4}\}$$
$`(3.18)`$
for all $`x`$, and for large $`s`$ with $`ts^2`$. On the other hand, since $`_{yZ^d}K_{ts}(xy)=1`$, it follows from Lemma 3.2 and Chebyshev’s inequality, that for large $`s`$,

$$P(\underset{yZ^d}{}(|\xi _s(y)||^y\xi _s(y)|)K_{ts}(xy)s^{(d/4\delta )})s^{d/4\delta }e^{C_2s}$$
$`(3.19)`$
for all $`x`$. Together, (3.18) and (3.19) imply that for large $`s`$ and $`ts^4`$,

$$P\left(\underset{yZ^d}{}|\xi _s(y)|K_{ts}(xy)2s^{(d/4\delta )}\right)e^{s^{2/3}}.$$

This is equivalent to (3.3), and completes the proof of Proposition 3.2. // We now proceed to prove Proposition 3.1. This will complete our proof of Proposition 2.3. The argument consists of applying moment generating functions to $`{}_{t^{1/4}}{}^{}\eta _{t}^{}`$ conditioned on $`_{t^{1/4}}`$. Since the conditioned process $`{}_{t^{1/4}}{}^{}\eta _{r}^{}`$ evolves according to independent simple random walks over $`(t^{1/4},t]`$, and since $`{}_{t^{1/4}}{}^{}\eta _{t^{1/4}}^{}=\xi _{t^{1/4}}`$ is known, the computations are fairly explicit. Proposition 3.2 supplies the main technical estimate needed to bound the right side of (3.23). Proof of Proposition 3.1. We abbreviate the left side of (3.1) by setting

$$\overline{\eta }=_{t^{1/4}}\eta _t(E)(\xi _{t^{1/4}}K_{tt^{1/4}})(E).$$
$`(3.20)`$
We also set $`\overline{K}(x)=K_{tt^{1/4}}(Ex)`$.

We proceed to estimate the moment generating function of $`\overline{\eta }`$, conditioned on $`_{t^{1/4}}`$. Since over $`[t^{1/4},t]`$$`{}_{t^{1/4}}{}^{}\eta _{r}^{}`$ evolves according to independent simple random walks, one can, for given $`\theta `$, write

$$\begin{array}{cc}\hfill E[e^{\theta \overline{\eta }}_{t^{1/4}}]=\underset{xZ^d}{}& [\overline{K}(x)e^{\theta (1\overline{K}(x))}+(1\overline{K}(x))e^{\theta \overline{K}(x)}]^{\xi _{t^{1/4}}^A(x)}\hfill \\ & [\overline{K}(x)e^{\theta (1\overline{K}(x))}+(1\overline{K}(x))e^{\theta \overline{K}(x)}]^{\xi _{t^{1/4}}^B(x)}.\hfill \end{array}$$
$`(3.21)`$
For small $`\theta `$, this is

$$\begin{array}{cc}& \underset{x}{}[1+\theta ^2\overline{K}(x)(1\overline{K}(x))]^{|\xi _{t^{1/4}}(x)|}\hfill \\ & \mathrm{exp}\left\{\theta ^2\underset{x}{}|\xi _{t^{1/4}}(x)|\overline{K}(x)\right\}\hfill \\ & =\mathrm{exp}\left\{\theta ^2(|\xi _{t^{1/4}}|K_{tt^{1/4}})(E)\right\}.\hfill \end{array}$$
$`(3.22)`$
It follows from (3.21)-(3.22) and Chebyshev’s inequality (applied to both $`\theta >0`$ and $`\theta <0`$), that, for $`\gamma >0`$,

$$P(|\overline{\eta }|\gamma _{t^{1/4}})2\mathrm{exp}\{\theta ^2(|\xi _{t^{1/4}}|K_{tt^{1/4}})(E)\gamma \theta \}.$$
$`(3.23)`$
Let $`G`$ denote the set where

$$(|\xi _{t^{1/4}}|K_{tt^{1/4}})(E)<2|E|t^{(d4\delta )/16},$$

for given $`\delta >0`$. By Proposition 3.2, applied to each $`xE`$ with $`s=t^{1/4}`$,

$$P(G^c)|E|e^{t^{1/6}}e^{t^{1/8}}$$
$`(3.24)`$
for sufficiently large $`t`$ and $`|E|t^d`$. (Of course, any power of $`t`$ suffices.)

On the other hand, on $`G`$, the right side of (3.23) is at most

$$2\mathrm{exp}\{(2\theta ^2|E|t^{(d4\delta )/16})\gamma \theta \},$$
$`(3.25)`$
which provides an upper bound on $`P(|\overline{\eta }|\gamma _{t^{1/4}})`$, for small $`\theta `$. For a given $`ϵ>0`$, let

$$\gamma =ϵ|E|t^{d/4},\theta =\frac{1}{4}t^{\delta /4}((ϵt^{3d/16})1).$$
$`(3.26)`$
Setting $`v_t(ϵ)=ϵt^{3d/16}`$, one can write $`\theta =\frac{1}{4}t^{(3d+4\delta )/16}v_t(ϵ)`$. Substitution of $`\gamma `$ and $`\theta `$ into (3.23) and (3.25), with $`\delta <d/20`$, implies that, on $`G`$,

$$\begin{array}{cc}\hfill P(|\overline{\eta }|ϵ|E|t^{d/4}_{t^{1/4}})& 2\mathrm{exp}\left\{\frac{ϵv_t(ϵ)|E|}{8t^{(7d+4\delta )/16}}\right\}\hfill \\ & 2\mathrm{exp}\{ϵv_t(ϵ)|E|t^{9d/20}\}\hfill \end{array}$$
$`(3.27)`$
for large $`t`$. It follows from (3.24) and (3.27), that for large $`t`$,

$$P(|\overline{\eta }|ϵ|E|t^{d/4})3\mathrm{exp}\{((ϵv_t(ϵ)|E|t^{9d/20})t^{1/8})\},$$

which implies (3.1). // As mentioned at the end of Section 2, we will want to employ the higher dimensional analogs of results, such as Proposition 2.3, in \[BrLe99\]. The modifications required for Proposition 2.3 are straightforward to make. The restriction to $`d<4`$ was needed for Corollary 3.1, which employed (1.2). If one instead employs the corresponding bound for $`d4`$, one obtains

$$E[|^x\xi _s(x)|]C_3/s$$
$`(3.28)`$
for large $`s`$ and all $`x`$, in place of (3.6). The bound in (3.6) was used in (3.9); replacing the term $`s^{d/4}`$ by $`s`$ there gives the corresponding bound for $`d4`$. This leads to the analog of Lemma 3.3, with $`s`$ replacing $`s^{d/4}`$ in both places, and to the analog of Lemma 3.4, with $`s^{d+1}`$ replacing $`s^{5d/4}`$ in both places. This last change requires us to replace the bound $`s^{d/4\delta }`$ with $`s^{1\delta }`$ in Proposition 3.2. In the proof of Proposition 3.1, one replaces $`t^{(d4\delta )/16}`$ with $`t^{(1\delta )/4}`$ in the bound defining $`G`$. This leads to the upper bound, for large $`t`$,

$$P(|\overline{\eta }|ϵ|E|t^1_{t^{1/4}})2\mathrm{exp}\{ϵv_t(ϵ)|E|t^{9/5}\}$$
$`(3.29)`$
corresponding to (3.27), where now $`v_t(ϵ)=ϵt^{3/4}`$, and to the analogous bounds corresponding to (3.1). Application of Lemma 3.1, as before, then produces the following analog of Proposition 2.3 for $`d4`$. Proposition 3.3. For $`d4`$ and sufficiently large $`t`$,

$$\begin{array}{cc}\hfill P(|\xi _t(E)(\xi _{t^{1/4}}K_{tt^{1/4}})& (E)|ϵ|E|t^1)\hfill \\ & 6\mathrm{exp}\{(ϵv_t(ϵ)|E|t^{9/5})t^{1/8})\}\hfill \end{array}$$
$`(3.30)`$
holds for all $`ϵ`$ and $`EZ^d`$, with $`|E|t^d`$.

4. Approximation of $`\xi _sK_{ts}`$ by $`\xi _0N_t`$ In this section, we demonstrate Proposition 2.4, which states that $`(\xi _sK_{ts})(0)`$ is approximated by $`(\xi _0N_t)(0)`$, with high probability, when $`st^{1/4}`$. In order to demonstrate the proposition, it is enough to verify the following two results. Proposition 4.1. For any $`d`$, let $`t`$ be sufficiently large and $`st^{1/4}`$. Then, for all $`ϵ[0,1]`$,

$$P(|(\xi _sN_t)(0)(\xi _sK_{ts})(0)|ϵt^{d/4})2\mathrm{exp}\{4ϵ^2t^{1/2}\}.$$
$`(4.1)`$
Proposition 4.2. For any $`d`$, let $`t`$ be sufficiently large and $`st^{1/4}`$. Then, for all $`ϵ[0,1]`$,

$$P(|(\xi _0N_t)(0)(\xi _sN_t)(0)|ϵt^{d/4})2\mathrm{exp}\{4ϵ^2t^{1/4}\}.$$
$`(4.2)`$
For these propositions, we will need estimates on $`K_{ts}`$, which follow from a standard local central limit theorem. Related bounds are also used in Sections 3 and 9. We employ the references \[BhRa86\] and \[Pe75\] for these purposes.

Assume that $`d=1`$. By Theorem 16, on page 207 of \[Pe75\],

$$(1+(x/t^{1/2})^3)(N_t(x)K_t(x))=o(t^1)\text{as}t\mathrm{},$$
$`(4.3)`$
holds uniformly in $`xZ`$. (Because $`K_t`$ is symmetric, its cumulant of order 3 will be 0, which gives the simplified form in (4.3).) One can also employ Theorem 22.1, on page 231 of \[BhRa86\]. (Both results are stated for discrete times, although the derivation for continuous $`t`$ is, of course, the same.)

Assume now that $`d`$ is arbitrary. Since the evolution of $`K_t`$ in different coordinates is independent, one can apply (4.3) to conclude that

$$(1+(|x|/t^{1/2})^{3d})(N_t(x)K_t(x))=o(t^{(d+1)/2}).$$
$`(4.4)`$
The next two bounds follow quickly from (4.4):

$$\underset{xZ^d}{sup}|N_t(x)K_t(x)|C_8t^{(d+1)/2}$$
$`(4.5)`$
and

$$\underset{xZ^d}{}|N_t(x)K_t(x)|C_8t^{1/2},$$
$`(4.6)`$
for appropriate $`C_8`$ and large $`t`$. From these bounds, one also obtains that

$$\underset{xZ^d}{}(N_t(x)K_t(x))^2C_9t^{d/21},$$
$`(4.7)`$
for appropriate $`C_9`$.

Suppose that $`R^d`$ is partitioned into sets $`E_j`$, $`j=1,2,\mathrm{}`$, such that each $`E_j`$ contains a cube of length $`M`$ with $`MC_{10}t^{1/2}`$, for a given $`C_{10}`$. Again using (4.4), one can generalize (4.6) so that, for $`x_jE_j`$,

$$\underset{j}{}|N_t(x_j)K_t(x_j)|C_{11}M^dt^{1/2}$$
$`(4.8)`$
holds for some $`C_{11}`$ independently of the choice of $`x_j`$ and the partition $`\{E_j\}`$. Using this and simple estimates on $`_jN_t(x_j)`$, it is not difficult to derive (3.13), which was employed in the proof of Lemma 3.4.

We will also need some basic estimates on $`N_t`$. Set $`g(s,r)=N_{ts}(x)`$, where $`r=|x|`$ and $`xR^d`$. It is easy to check that, for appropriate $`C_{12}`$,

$$\left|\frac{g}{s}(s,r)\right|C_{12}t^{(d/2+1)}\left(1+\frac{r^2}{t}\right)e^{r^2/4t}$$
$`(4.9)`$
for all $`st/2`$ and $`x`$. So, for all $`xZ^d`$,

$$|N_t(x)N_{ts}(x)|C_{12}st^{(d/2+1)}\left(1+\frac{r^2}{t}\right)e^{r^2/4t}.$$
$`(4.10)`$
With a little work, it follows from this that

$$\underset{xZ^d}{}(N_t(x)N_{ts}(x))^2C_{13}s^2t^{(d/2+2)}$$
$`(4.11)`$
for appropriate $`C_{13}`$.

One can also check that

$$\left|\frac{g}{r}(0,r)\right|C_{14}t^{(d/2+1)}re^{r^2/2t}.$$
$`(4.12)`$
For $`|xx^{}|Mt^{1/2}`$, one can use this to show

$$|N_t(x)N_t(x^{})|C_{15}t^{(d/2+1)}(|x|+M)Me^{|x|^2/4t},$$
$`(4.13)`$
for appropriate $`C_{15}`$. With a little work, one can then show that, for appropriate $`C_{16}`$ and any $`yR^d`$,

$$\underset{xZ^d}{}\underset{x^{}}{\mathrm{max}}\{(N_t(xy)N_t(x^{}y))^2:|xx^{}|M\}C_{16}t^{(d/2+1)}M^2.$$
$`(4.14)`$
In order to show Proposition 4.1, we first show its analog, where $`\xi _s`$ is replaced by $`\xi _0`$. In Proposition 4.3 and all following results in this section, all dimensions $`d`$ are allowed. Proposition 4.3. Let $`t`$ be sufficiently large and $`st^{1/2}`$. Then, for all $`ϵ[0,1]`$,

$$P(|(\xi _0N_t)(0)(\xi _0K_{ts})(0)|ϵt^{d/4})\mathrm{exp}\{4ϵ^2t^{1/2}\}.$$
$`(4.15)`$
Proof. To obtain (4.15), we compute an upper bound on the corresponding moment generating function, and then apply Chebyshev’s inequality. First, recall that $`\xi _0(x)`$, at each site $`x`$, is the difference of two Poisson random variables, each with intensity $`\lambda `$. Since these random variables are independent at different sites, one has that, for given $`\theta `$,

$$\begin{array}{cc}\hfill E[\mathrm{exp}\{\theta ((\xi _0N_t)(0)& (\xi _0K_{ts})(0))\}]=_{xZ^d}E[\mathrm{exp}\{\theta R(x)\xi _0(x)\}]\hfill \\ & =\mathrm{exp}\left\{\lambda \underset{xZ^d}{}(\mathrm{exp}\{\theta R(x)\}+\mathrm{exp}\{\theta R(x)\}2)\right\},\hfill \end{array}$$
$`(4.16)`$
where $`R(x)=N_t(x)K_{ts}(x)`$.

Together, (4.5) and (4.10) imply that, for appropriate $`C_{17}`$,

$$|R(x)|C_{17}t^{(d+1)/2}$$

for large $`t`$ and all $`x`$, since $`st^{1/2}`$. So, for $`|\theta |C_{18}t^{(d+1)/2}`$ and appropriate $`C_{18}`$, (4.16) is at most

$$\mathrm{exp}\{2\lambda \theta ^2\underset{x}{}(R(x))^2\}.$$

By (4.7) and (4.11), this is

$$\mathrm{exp}\{C_{19}\lambda \theta ^2t^{(d/2+1)}\},$$
$`(4.17)`$
for appropriate $`C_{19}`$. Combining the inequalities from (4.16) through (4.17), it follows that

$$E[\mathrm{exp}\{\theta ((\xi _0N_t)(0)(\xi _0K_{ts})(0))\}]\mathrm{exp}\{C_{19}\lambda \theta ^2t^{(d/2+1)}\}.$$

Applying Chebyshev’s inequality for both $`\theta >0`$ and $`\theta <0`$, one obtains

$$P(|(\xi _0N_t)(0)(\xi _0K_{ts})(0)|ϵt^{d/4})2\mathrm{exp}\{C_{19}\lambda \theta ^2t^{(d/2+1)}|\theta |ϵt^{d/4}\}.$$

Setting $`|\theta |=5ϵt^{(d+2)/4}`$, one has, for large $`t`$, the upper bound $`\mathrm{exp}\{4ϵ^2t^{1/2}\}`$, which implies (4.15). // In order to obtain Proposition 4.1 from Proposition 4.3, we need to replace $`\xi _0`$ by $`\xi _s`$. The following lemma will enable us to do that. Lemma 4.1. Let $`f()`$ be any nonrandom function. For all $`s`$,

$$P\left(\underset{xZ^d}{}f(x)(\eta _s(x)\xi _s(x))0_s^\xi \right)1/2.$$
$`(4.18)`$
The statement in (4.18) is similar to that in (3.2) of Lemma 3.1. The reasoning that is required is analogous, with the point being that exchanging the random walk motions of $`A`$ and $`B`$ particles in $`\eta _t`$, after annihilation occurs in the corresponding process $`\xi _t`$, does not change the law of $`_xf(x)(\eta _s(x)\xi _s(x))`$, conditioned on $`_s^\xi `$.

By first setting $`f(x)=N_t(x)K_{ts}(x)`$ and then $`f(x)=K_{ts}(x)N_t(x)`$, one obtains the following corollary of Lemma 4.1. Corollary 4.1. For all $`st`$ and $`ϵ`$,

$$\begin{array}{cc}\hfill P(|(\xi _sN_t)(0)(\xi _s& K_{ts})(0)|ϵt^{d/4})\hfill \\ & 2P(|(\eta _sN_t)(0)(\eta _sK_{ts})(0)|ϵt^{d/4}).\hfill \end{array}$$
$`(4.19)`$
The distribution of $`\eta _s(x),xZ^d`$, for each $`s`$, is given by the difference of two Poisson random fields, each with intensity $`\lambda `$. So, the distribution of $`\eta _s(x)`$ is constant over $`s`$, and one may substitute $`\eta _0`$ for $`\eta _s`$ on the right side of (4.19). This, in turn, may be replaced by $`\xi _0`$, since the joint distributions of $`\xi _0(x)`$ and $`\eta _0(x)`$, over $`xZ^d`$, are the same. Consequently, one obtains the following result. Corollary 4.2. For all $`st`$ and $`ϵ`$,

$$\begin{array}{cc}\hfill P(|(\xi _sN_t)(0)(\xi _s& K_{ts})(0)|ϵt^{d/4})\hfill \\ & 2P(|(\xi _0N_t)(0)(\xi _0K_{ts})(0)|ϵt^{d/4}).\hfill \end{array}$$
$`(4.20)`$
Proposition 4.1 is an immediate consequence of Proposition 4.3 and Corollary 4.2.

We now turn our attention to showing Proposition 4.2. Our first step is to replace $`\xi _0`$ by $`\eta _0`$ and $`\xi _s`$ by $`\eta _s`$ in (4.2). For this, we apply Lemma 4.1 again, this time with $`f(x)=N_t(x)`$. Since $`\xi _0(x)=\eta _0(x)`$ for all $`x`$, and $`\xi _0_s^\xi `$, we obtain the following result. Corollary 4.3. For all $`st`$ and $`ϵ`$,

$$\begin{array}{cc}\hfill P(|(\xi _0N_t)(0)(\xi _s& N_t)(0)|ϵt^{d/4})\hfill \\ & 2P(|(\eta _0N_t)(0)(\eta _sN_t)(0)|ϵt^{d/4}).\hfill \end{array}$$
$`(4.21)`$
On account of Corollary 4.3, in order to show Proposition 4.2, it suffices to demonstrate the following variant. Proposition 4.4. Let $`t`$ be sufficiently large and $`st^{1/4}`$. Then, for all $`ϵ[0,1]`$,

$$P(|(\eta _0N_t)(0)(\eta _sN_t)(0)|ϵt^{d/4})\mathrm{exp}\{4ϵ^2t^{1/4}\}.$$
$`(4.22)`$
In order to demonstrate (4.22), it is more convenient to instead focus on the motion of the individual particles corresponding to $`\eta _s`$, which are undergoing rate-$`d`$ simple random walks on $`Z^d`$. We will show, in effect, that for $`st^{1/4}`$, only a negligible number of particles will have moved far enough by time $`s`$ to alter $`N_t()`$ by more than a negligible amount from its initial value. We will employ the following notation. Label the positions at time $`s`$ of the $`\eta _0^\mathrm{\#}(x)=\eta _0^A(x)+\eta _0^B(x)`$ particles initially at $`x`$ by $`X_s(x,j),j=1,\mathrm{},\eta _0^\mathrm{\#}(x)`$, where the ordering is chosen independently of the type of particle; $`\eta _0^\mathrm{\#}(x),xZ^d`$, are independent mean-$`2\lambda `$ Poisson random variables. Set

$$𝒥=\{(x,j):1j\eta _0^\mathrm{\#}(x)\},$$

and let sgn$`(x,j)=1`$ whenever the corresponding particle is a $`B`$ particle, and sgn$`(x,j)=1`$ whenever it is an $`A`$ particle. Also, for $`(x,j)𝒥`$, set

$$Y(x,j)=\text{sgn}(x,j)(N_t(x)N_t(X_s(x,j))).$$

(Since $`s`$ and $`t`$ are thought of as being fixed here, they are suppressed in $`Y(x,j)`$.) Using the above notation, we can rewrite (4.22) as

$$P\left(\left|\underset{(x,j)𝒥}{}Y(x,j)\right|ϵt^{d/4}\right)\mathrm{exp}\{4ϵ^2t^{1/4}\}.$$
$`(4.23)`$
We break the demonstration of (4.23) into two steps. For the first step, Lemma 4.2, we set

$$Y(x)=W(N_t(x)N_t(X_s(x))),$$

where $`X_s(x)`$ is a rate-$`d`$ simple random walk on $`Z^d`$ starting at $`x`$, and $`W`$ is an independent random variable taking values 1 and $`1`$ with equal probability. We introduce the quantities

$$\begin{array}{cc}\hfill \psi _1(x)& =\underset{x^{}}{\mathrm{max}}\{(N_t(x)N_t(x^{}))^2:|xx^{}|t^{1/4}\},\hfill \\ \hfill \psi _2(x)& =N_t(0)\underset{|y|>t^{1/4}}{}K_s(y)(N_t(x)+N_t(xy)),\hfill \end{array}$$
$`(4.24)`$
with $`\psi (x)=\psi _1(x)+\psi _2(x)`$. Lemma 4.2. Let $`t`$ be sufficiently large. Then, for all $`s,x`$ and $`|\theta |C_{20}t^{d/2}`$,

$$E[e^{\theta Y(x)}]\mathrm{exp}\{C_{21}\theta ^2\psi (x)\}$$
$`(4.25)`$
for appropriate $`C_{21}`$ (depending on $`C_{20}`$). Proof. Note that $`Y(x)`$ is symmetric, and that $`|Y(x)|t^{d/2}`$ for all $`s,t`$ and $`x`$. So, for $`|\theta |C_{20}t^{d/2}`$,

$$\begin{array}{cc}\hfill E[e^{\theta Y(x)}]& =E\left[\underset{k=0}{\overset{\mathrm{}}{}}(\theta Y(x))^{2k}/(2k)!\right]1+C_{21}\theta ^2E[(Y(x))^2]\hfill \\ & \mathrm{exp}\{C_{21}\theta ^2E[(Y(x))^2]\},\hfill \end{array}$$
$`(4.26)`$
for appropriate $`C_{21}`$.

Let $`G(x)`$ denote the event on which $`|X_s(x)x|t^{1/4}`$. Then, on $`G(x)`$,

$$(Y(x))^2\psi _1(x),$$
$`(4.27)`$
where $`\psi _1(x)`$ is given in (4.24). Also, one has that

$$E[(Y(x))^2;G^c(x)]\underset{|y|>t^{1/4}}{}K_s(y)(N_t(x)N_t(xy))^2\psi _2(x).$$
$`(4.28)`$
Together, (4.26)-(4.28) imply that

$$E[e^{\theta Y(x)}]\mathrm{exp}\{C_{21}\theta ^2\psi (x)\}$$

which is (4.25). // Conditioned on $`𝒥`$, the random variables $`Y(x,j),(x,j)𝒥`$, are independent, and, for each $`x`$ and $`j`$, are distributed like $`Y(x)`$. Letting $`Z(x),xZ^d`$, denote independent mean-$`2\lambda `$ Poisson random variables, Lemma 4.2 therefore implies the following result. Corollary 4.4. Let $`t`$ be sufficiently large. Then, for all $`s`$ and $`|\theta |C_{20}t^{d/2}`$,

$$E\left[\mathrm{exp}\left\{\theta \underset{(x,j)𝒥}{}Y(x,j)\right\}\right]E\left[\mathrm{exp}\left\{C_{21}\theta ^2\underset{xZ^d}{}\psi (x)Z(x)\right\}\right]$$
$`(4.29)`$
holds a.s. We now demonstrate (4.23). We do this by bounding the right side of (4.29), and applying Chebyshev’s inequality. Proof of (4.23). We first note that, by (4.14) and (4.24),

$$\underset{xZ^d}{}\psi _1(x)C_{16}t^{(d+1)/2}.$$
$`(4.30)`$
Also, using $`st^{1/4}`$, it follows from a standard large deviation estimate on $`K_s`$, that

$$\underset{x}{}\psi _2(x)=2N_t(0)\underset{|y|>t^{1/4}}{}K_s(y)e^{C_{22}t^{1/4}}$$
$`(4.31)`$
for large $`t`$ and appropriate $`C_{22}`$. So, by (4.30) and (4.31),

$$\underset{x}{}\psi (x)2C_{16}t^{(d+1)/2}$$
$`(4.32)`$
for large $`t`$.

Since $`Z(x)`$ are independent mean-$`2\lambda `$ Poisson random variables,

$$E\left[\mathrm{exp}\left\{C_{21}\theta ^2\underset{xZ^d}{}\psi (x)Z(x)\right\}\right]=\mathrm{exp}\left\{2\lambda \underset{x}{}(e^{C_{21}\theta ^2\psi (x)}1)\right\}.$$
$`(4.33)`$
For $`\theta ^2C_{23}/sup_x\psi (x)`$, this is at most $`\mathrm{exp}\{C_{24}\lambda \theta ^2_x\psi (x)\}`$ for appropriate $`C_{24}`$ (depending on $`C_{23}`$), which, by (4.32), is

$$\mathrm{exp}\{C_{25}\lambda \theta ^2t^{(d+1)/2}\}$$
$`(4.34)`$
for large $`t`$ and appropriate $`C_{25}`$. So, by Corollary 4.4 and (4.33)-(4.34),

$$E\left[\mathrm{exp}\left\{\theta \underset{(x,j)𝒥}{}Y(x,j)\right\}\right]\mathrm{exp}\{C_{25}\lambda \theta ^2t^{(d+1)/2}\}.$$

Setting $`C_{23}=50C_{16}`$, $`\theta =5ϵt^{(d+1)/4}`$ and applying Chebyshev’s inequality implies that

$$P\left(\underset{(x,j)𝒥}{}Y(x,j)ϵt^{d/4}\right)\mathrm{exp}\{5ϵ^2(t^{1/4}5C_{25}\lambda )\}.$$

This gives (4.23) for large $`t`$. //

5. Approximation of $`\xi _t`$ by $`\xi _0N_t`$ In this section, we demonstrate Proposition 2.1, which gives a uniform bound on $`|\xi _t(D)(\xi _0N_t)(D)|`$ over rectangles $`D𝒟_{T^{1/2}}`$, for $`t[T/M,T]`$ and $`M>1`$, where $`T`$ is large. Our main tools for this are Propositions 2.3 and 2.4, which bound $`|\xi _t(D)(\xi _{t^{1/4}}K_{tt^{1/4}})(D)|`$ and $`|(\xi _0N_t)(0)(\xi _{t^{1/4}}K_{tt^{1/4}})(0)|`$, respectively. It is easy to extend the latter estimate from $`0`$ to $`D`$. After combining these bounds, we will sum the exceptional probabilities over $`D𝒟_{T^{1/2}}`$ and $`t𝒮_T`$, where $`𝒮_T`$ is an appropriate lattice in $`[T/M1,T]`$. It is then not difficult to extend the bounds to all $`t[T/M,T]`$.

We first note that by Proposition 2.4, for large $`t`$,

$$P(|(\xi _0N_t)(E)(\xi _{t^{1/4}}K_{tt^{1/4}})(E)|ϵ|E|t^{d/4})4|E|\mathrm{exp}\{(ϵ^21)t^{1/4}\}$$
$`(5.1)`$
for $`|E|<\mathrm{}`$ and $`ϵ0`$. Together with Proposition 2.3, this implies the following result. Recall that $`v_t(ϵ)=ϵt^{3d/16}`$. Lemma 5.1. For $`d<4`$ and sufficiently large $`t`$,

$$\begin{array}{cc}\hfill P(|\xi _t(E)& (\xi _0N_t)(E)|2ϵ|E|t^{d/4})\hfill \\ & 4|E|\mathrm{exp}\{(ϵ^21)t^{1/4}\}+6\mathrm{exp}\{((ϵv_t(ϵ)|E|t^{9d/20})t^{1/8})\}\hfill \end{array}$$
$`(5.2)`$
for all $`ϵ`$ and $`EZ^d`$, with $`|E|t^d`$. In order to derive Proposition 2.1, we rephrase (5.2) so that the bound on the right side does not depend on $`E`$. For $`E`$ and $`t`$ in the range of interest to us, the inequality simplifies to that given in (5.3) with a little work. Proposition 5.1. For $`d<4`$, $`M>1`$ and sufficiently large $`T`$,

$$P(|\xi _t(E)(\xi _0N_t)(E)|ϵ_1T^{d/4})8\mathrm{exp}\{C_{26}((ϵ_1)^21)T^{1/20}\},$$
$`(5.3)`$
for appropriate $`C_{26}>0`$ (depending on $`M`$), all $`t[T/M,T]`$, $`ϵ_1`$ and $`EZ^d`$, with $`|E|MT^{d/2}`$. Proof. Setting $`ϵ_1=2ϵ|E|(tT)^{d/4}`$, the left side of (5.2) can be written as

$$P(|\xi _t(E)(\xi _0N_t)(E)|ϵ_1T^{d/4}).$$

This is the left side of (5.3). The first term on the right side of (5.2) is at most $`4|E|\mathrm{exp}\{C_{26}((ϵ_1)^21)T^{1/4}\}`$ for $`tT/M`$, $`|E|MT^{d/2}`$ and appropriate $`C_{26}>0`$. For large $`T`$ and $`ϵ_1T^{1/12}`$, this is at most $`\mathrm{exp}\{C_{26}((ϵ_1)^21)T^{1/12}\}`$, which is dominated by the right side of (5.3), with the factor 2 instead of 8; the factor 2 there ensures that the inequality is trivial for $`ϵ_1<T^{1/12}`$. One can also check that

$$ϵv_t(ϵ)|E|t^{9d/20}\frac{1}{4M}ϵ_1v_t(ϵ_1)T^{d/20}.$$

Using this, it is easy to see that the second term on the right side of (5.2) is dominated by the right side of (5.3), with the factor 6, for large $`T`$. // Let $`𝒮_T`$ denote the set of all $`t[T/M1,T]`$ that are integer multiples of $`b_T\stackrel{def.}{=}\mathrm{exp}\{T^{1/41}\}`$. By setting $`ϵ_1=\frac{1}{3}T^{1/80}`$ and summing over the exceptional probabilities obtained from (5.3), one obtains the following uniform bound over times $`t𝒮_T`$ and rectangles $`D𝒟_{T^{1/2}}`$. Proposition 5.2. For $`d<4`$,

$$P\left(\underset{tS_T}{sup}\underset{D𝒟_{T^{1/2}}}{sup}|\xi _t(D)(\xi _0N_t)(D)|\frac{1}{3}T^{d/41/80}\right)b_T$$
$`(5.4)`$
for sufficiently large $`T`$. In order to deduce Proposition 2.1 from Proposition 5.2, we need to extend (5.4) to all $`t[T/M,T]`$. For this, it is enough to show that $`|\xi _t(D)\xi _t^{}(D)|`$ and $`|(\xi _0N_t)(D)(\xi _0N_t^{})(D)|`$ will both, with high probability, remain small simultaneously over all $`|tt^{}|<b_T`$, for each given $`t𝒮_T`$ and $`D𝒟_{T^{1/2}}`$. Such bounds are provided by Lemmas 5.2 and 5.3. Lemma 5.2. For all $`d,t`$ and $`D𝒟_{T^{1/2}}`$,

$$P\left(\underset{t^{}[t,t+b_T]}{sup}|\xi _t(D)\xi _t^{}(D)|2\right)(b_T)^{3/2}$$
$`(5.5)`$
for sufficiently large $`T`$. Since Lemma 5.3 will also be used in Section 7, it is stated somewhat more generally than needed here. We set $`b_T^\delta =\mathrm{exp}\{T^\delta \}`$, and define $`𝒮_T^\delta `$ correspondingly. Lemma 5.3. For all $`d`$, $`M>1,\delta >0,t[T/M,T]`$ and $`D𝒟_{T^{1/2}}`$,

$$P\left(\underset{t^{}[t,t+b_T^\delta ]}{sup}|(\xi _0N_t)(D)(\xi _0N_t^{})(D)|\frac{1}{3}T^{d/41/80}\right)\mathrm{exp}\left\{e^{T^\delta /4}\right\}$$
$`(5.6)`$
for sufficiently large $`T`$. Summing up the exceptional probabilities in (5.5) and (5.6), for $`\delta =1/41`$, $`t𝒮_T`$ and $`D𝒟_{T^{1/2}}`$, and combining the resulting bound with (5.4) implies that, for each $`d<4`$ and $`M`$,

$$P\left(\underset{t[T/M,T]}{sup}\underset{D𝒟_{T^{1/2}}}{sup}|\xi _t(D)(\xi _0N_t)(D)|T^{d/41/80}\right)\mathrm{exp}\{T^{1/42}\}$$

for sufficiently large $`T`$. This implies Proposition 2.1, as desired.

The conclusion in Lemma 5.2, that the probability of $`\xi _t^{}(D)`$ increasing or decreasing by more than 1 over a small time interval is very small, is not surprising. There are several steps that require a bit of estimation. Proof of Lemma 5.2. The $`A`$ and $`B`$ particles in $`D`$, for the state $`\xi _t`$, form a subset of the particles in $`D`$, for the state $`\eta _t`$. So, in order for at least two of these particles in $`D`$ to leave $`D`$ during $`[t,t+b_T]`$, under the process $`\xi _t^{}`$ (excluding annihilations), the same must be true under $`\eta _t^{}`$. The particles in $`\eta _t^{}`$ execute rate-$`d`$ random walks. Since $`\eta _t(D)`$ is Poisson with mean $`2\lambda |D|`$,

$$E[(\eta _t(D))^2]=4\lambda ^2|D|^2+2\lambda |D|4(\lambda ^2+\lambda )T^d\stackrel{def.}{=}\beta .$$
$`(5.7)`$
It is not difficult to see, using (5.7), that the probability of at least 2 jumps occuring over $`[t,t+b_T]`$, for those $`\eta _t(D)`$ particles starting in $`D`$, is at most $`\beta (db_T)^2`$. So, this is an upper bound on the probability of two particles of $`\xi _t`$ leaving $`D`$ by time $`t+b_T`$.

We also need an upper bound on the probability of at least 2 particles of $`\xi _t`$, in $`D^c`$, entering $`D`$ by time $`t+b_T`$. If one restricts $`D^c`$ to those sites within distance 2 (in the sum norm) of $`D`$, one obtains the same bound as above. On the other hand, the probability of a random walk moving $`k`$ steps over this time period decays like $`(db_T)^k/k!`$. So, the expected number of particles starting from distance at least 3, which enter $`D`$ by time $`t+b_T`$, is at most

$$2\lambda T^{d/2}\underset{k=3}{\overset{\mathrm{}}{}}k^{d1}(db_T)^k/k!<<\beta (b_T)^2$$
$`(5.8)`$
for large $`T`$. Applying Markov’s inequality to this expectation and adding the resulting probability to the other two exceptional probabilities, we see that, for large $`T`$, the probability that

$$P\left(\underset{t^{}[t,t+b_T]}{sup}|\xi _t(D)\xi _t^{}(D)|2\right)3\beta (b_T)^2.$$

For large $`T`$, this is less than $`(b_T)^{3/2}`$. This implies (5.5). // To demonstrate Lemma 5.3, we use moment generating functions and the independence of $`\xi _0(x)`$ at different $`x`$. Here, we abbreviate, and set $`I_{t,T}^\delta =[t,t+b_T^\delta ]`$. Proof of Lemma 5.3. In order to demonstrate (5.6), it suffices to show that for given $`\gamma >0`$ and large enough $`T`$,

$$P\left(\underset{t^{}I_{t,T}^\delta }{sup}|(\xi _0N_t)(0)(\xi _0N_t^{})(0)|\gamma T^{(d/4+1/80)}\right)\mathrm{exp}\left\{e^{T^\delta /2}\right\},$$
$`(5.9)`$
since $`\xi _0`$ is translation invariant, and we can sum over $`xD`$. We will use the inequality

$$\underset{t^{}I_{t,T}^\delta }{sup}|(\xi _0N_t)(0)(\xi _0N_t^{})(0)|\underset{xZ^d}{}|\xi _0(x)|\underset{t^{}I_{t,T}^\delta }{sup}|N_t(x)N_t^{}(x)|,$$
$`(5.10)`$
and the fact that $`|\xi _0(x)|`$, $`xZ^d`$, are dominated by independent Poisson random variables with mean $`2\lambda `$. It follows that, for $`\theta >0`$,

$`E[\mathrm{exp}\{..`$ $`..\theta \underset{t^{}I_{t,T}^\delta }{sup}|(\xi _0N_t)(0)(\xi _0N_t^{})(0)|\}]`$ $`5.11`$
$`\mathrm{exp}\left\{2\lambda {\displaystyle \underset{x}{}}\left(\mathrm{exp}\left\{\theta \underset{t^{}I_{t,T}^\delta }{sup}|N_t(x)N_t^{}(x)|\right\}1\right)\right\}.`$
By (4.10), for large $`T`$, $`t[T/M,T]`$ and $`xZ^d`$,

$$\underset{t^{}I_{t,T}^\delta }{sup}|N_t(x)N_t^{}(x)|C_{27}b_T^\delta T^{(d/2+1)}\left(1+\frac{|x|^2}{T}\right)e^{|x|^2/4T}$$
$`(5.12)`$
for appropriate $`C_{27}`$. Summation of both sides of (5.12) implies that

$$\underset{x}{}\underset{t^{}I_{t,T}^\delta }{sup}|N_t(x)N_t^{}(x)|b_T^\delta .$$
$`(5.13)`$
The right side of (5.12) is at most $`b_T^\delta `$. So, for $`\theta =1/b_T^\delta `$, the right side of (5.11) is at most

$$\mathrm{exp}\left\{4\lambda (b_T^\delta )^1\underset{x}{}\underset{t^{}I_{t,T}^\delta }{sup}|N_t(x)N_t^{}(x)|\right\},$$

which, by (5.13), is at most $`e^{4\lambda }`$. By Chebyshev’s inequality, one obtains that for given $`\gamma >0`$ and large $`T`$,

$$P\left(\underset{t^{}I_{t,T}^\delta }{sup}|(\xi _0N_t)(0)(\xi _0N_t^{})(0)|\gamma T^{(d/4+1/80)}\right)$$

$$\mathrm{exp}\{4\lambda \gamma (b_T^\delta )^1T^{(d/4+1/80)}\},$$

which, for large enough $`T`$, is at most $`\mathrm{exp}\{e^{T^\delta /2}\}`$. This implies (5.9), and hence (5.6). // We recall that the analog of Proposition 2.3, for $`d4`$, was given at the end of Section 3, after some minor changes in the argument, as Proposition 3.3. The other main result that has been employed in Section 5, Proposition 2.4, does not depend on $`d`$. By replacing Proposition 2.3 by Proposition 3.3, but otherwise reasoning the same as through Proposition 5.2, one obtains the analog of (5.4), with the bound $`\frac{1}{3}T^{d/41/80}`$ replaced by $`\frac{1}{3}T^{d/281/80}`$. Since neither Lemma 5.2 nor Lemma 5.3 depends on $`d`$, one thus obtains the following analog of Proposition 2.1, for $`d4`$. Proposition 5.3. For $`d4`$ and $`M>0`$,

$$P\left(\underset{t[T/M,T]}{sup}\underset{D𝒟_{T^{1/2}}}{sup}|\xi _t(D)(\xi _0N_t)(D)|T^{d/281/80}\right)\mathrm{exp}\{T^{1/42}\}$$
$`(5.14)`$
for sufficiently large $`T`$. Proposition 5.3 will be employed in \[BrLe99\]. Note that (2.4) and (5.14) are the same, if one formally sets $`d=4`$ in both cases. (The arguments leading to Proposition 2.1, in fact, all hold for $`d=4`$ as well.)

6. Upper Bounds on $`E[\xi _t^m()]`$ In this section, we demonstrate Proposition 2.2, which gives an upper bound on the expected number of particles of the minority type in cubes $`D_{R_T}`$, where the length $`R_T`$ is chosen appropriately. We will use this bound in Section 7, together with Proposition 2.1, to obtain the desired estimates for $`\xi _t^A`$ and $`\xi _t^B`$, which are given in Theorem 3. We also use Proposition 2.2 to compute the limiting density $`\rho (t)`$ as $`t\mathrm{}`$, for $`d<4`$, in (1.8), which is an improvement of the upper and lower bounds given in (1.2).

In order to show Proposition 2.2, we rely heavily on a slight modification of Lemma 4.6 from \[BrLe91a\]. For this, we set

$$R_T=\delta _1(T)T^{1/2}\text{and}r_T=T^{7/24},$$
$`(6.1)`$
for appropriate $`\delta _1(t)`$ to be specified shortly. The above exponent $`7/24`$ is itself not crucial, but needs to be slightly larger than $`1/4`$. The required analog of Lemma 4.6 is given by Lemma 6.1 below. In contrast to our usual convention, we drop the assumption in the lemma that $`\xi _0`$ be the difference of two Poisson random fields. Lemma 6.1. Assume $`d<4`$, and that $`\xi _0`$ is translation invariant with $`E[\xi _0^m(D_{R_T})]`$ $`L_1`$, where $`L_1C_{28}(R_T/r_T)^d`$ for appropriate $`C_{28}`$. Assume that $`\delta _1(T)T^{d/48}`$. Then, for appropriate $`C_{29}>0`$ (not depending on $`\delta _1()`$) and large enough $`T`$,

$$E[\xi _0^\mathrm{\#}(D_{R_T})]E[\xi _{R_T^2}^\mathrm{\#}(D_{R_T})]C_{29}L_1.$$
$`(6.2)`$
(We abbreviate $`(R_T)^d`$ by $`R_T^d`$ and $`(r_T)^d`$ by $`r_T^d`$, here and later on.)

Lemma 6.1 says that if $`E[\xi _0^m(D_{R_T})]`$, the mean number of particles of the minority type in $`D_{R_T}`$, is not too small, then, on the average, the total number of particles lost in $`D_{R_T}`$, over the time interval $`[0,R_T^2]`$, must also be of this order of magnitude. The lemma, for $`d<4`$, is identical to Lemma 4.6 of \[BrLe91a\], if $`R_T`$ and $`r_T`$ are replaced by

$$R_T^{}=\delta _1T^{1/2}\text{and}r_T^{}=\delta _2T^{1/4},$$
$`(6.3)`$
where $`\delta _1`$ and $`\delta _2`$ are constants. The purpose of chosing $`r_T`$ as in (6.1), with $`r_T>>r_T^{}`$, is to permit smaller values of $`L_1`$ when Lemma 6.1 (rather than Lemma 4.6) is applied. The condition $`\delta _1(T)T^{d/48}`$ is used at the end of the following sketch, as well as in the proof of Proposition 2.2. Sketch of the proof of Lemma 6.1. The proofs of the lemma and of Lemma 6.4 in \[BrLe91a\] are almost the same. We begin here at the point where they diverge, referring the reader to \[BrLe91a\] for the earlier part of the argument.

Denote the left side of (6.2) by $`u_T`$. The proofs of the two lemmas are identical up through (4.30) and (4.31) of \[BrLe91a\], which state that

$$C_{30}u_T/L_1\{\begin{array}{cc}R_T^2/r_T^2,\hfill & d=1,\hfill \\ R_T^2/(r_T^2\mathrm{log}r_T),\hfill & d=2,\hfill \\ R_T^2/r_T^3,\hfill & d=3,\hfill \end{array}$$
$`(6.4)`$
for appropriate $`C_{30}`$ and large $`T`$. Substitution for $`R_T`$ and $`r_T`$, as in (6.1), gives the bounds

$$C_{30}u_T/L_1\{\begin{array}{cc}(\delta _1(T))^2T^{5/12},\hfill & d=1,\hfill \\ (\delta _1(T))^2T^{5/12}/\mathrm{log}T,\hfill & d=2,\hfill \\ (\delta _1(T))^2T^{1/8},\hfill & d=3.\hfill \end{array}$$
$`(6.5)`$
Since $`\delta _1(T)T^{d/48}`$ is assumed, this implies that $`u_T(C_{30})^1L_1`$, which, setting $`C_{29}=(C_{30})^1`$, gives (6.2). // We now show Proposition 2.2. In addition to the lower bound $`\delta _1(T)T^{d/48}`$, where $`R(T)=\delta _1(T)T^{1/2}`$, we also assume here that $`\delta _1(T)0`$ as $`T\mathrm{}`$. The reason for this is to be able to show, as in (2.6) of Proposition 2.2, that $`(T^{d/4}R_T^d)^1\xi _{t_k}^m(D_{R_T})`$ is negligible in the limit, for appropriate $`t_k`$. As we will see in Section 8, this will not be true if $`\delta _1(T)`$ is instead bounded away from $`0`$. The major ingredients for the proof of Proposition 2.2 are Lemma 6.1 and (1.2). The main point of the argument is that the decrease in the expected number of particles given by (6.2) restricts the frequency with which (6.6) can occur. Proof of Proposition 2.2. Assume that

$$E[\xi _t^m(D_{R_T})]>C_1\delta _1(T)T^{d/4}R_T^d$$
$`(6.6)`$
for large $`T`$ and some $`t`$, where $`C_11`$ is fixed and will be chosen later. Setting $`L_1=C_1\delta _1(T)T^{d/4}R_T^d`$, it is not difficult to see that the assumptions of Lemma 6.1 are satisfied, if time $`t`$ is replaced by $`0`$: Clearly $`\xi _t`$ is translation invariant. Also, since $`\delta _1(T)T^{d/48}`$,

$$L_1=C_1\delta _1(T)T^{d/4}R_T^d(R_T/r_T)^d.$$

Therefore, by (6.2),

$$E[\xi _t^\mathrm{\#}(D_{R_T})]E[\xi _{t+R_T^2}^\mathrm{\#}(D_{R_T})]C_1C_{29}\delta _1(T)T^{d/4}R_T^d$$
$`(6.7)`$
for appropriate $`C_{29}`$.

Let $`t_{\mathrm{}}^{}=T/2M+\mathrm{}R_T^2`$, for $`\mathrm{}=0,1,2,\mathrm{}`$. One can select the values $`t_k`$ appearing in (2.6), so that they form a subset of these $`t_{\mathrm{}}^{}`$. We argue inductively, setting $`t_0=T/2M`$, and assuming that $`t_{k1}`$ has already been chosen. Let $`n_k`$ denote the number of $`t_{\mathrm{}}^{}`$ satisfying

$$t_{\mathrm{}}^{}t_{k1}[R_T^2,\delta _1(T)TR_T^2]$$
$`(6.8)`$
where (6.6) holds, with $`t=t_{\mathrm{}}^{}`$. Also, set $`t^{}=t_{k1}+\delta _1(T)T`$. Since $`E[\xi _t^\mathrm{\#}(D_{R_T})]`$ is decreasing in $`t`$, it follows from (6.7), that

$$\begin{array}{cc}\hfill E[\xi _{T/2M}^\mathrm{\#}(D_{R_T})]& E[\xi _{t_{k1}}^\mathrm{\#}(D_{R_T})]E[\xi _t^{}^\mathrm{\#}(D_{R_T})]\hfill \\ & C_1C_{29}n_k\delta _1(T)T^{d/4}R_T^d.\hfill \end{array}$$
$`(6.9)`$
On the other hand, it follows from (1.2), that

$$E[\xi _{T/2M}^\mathrm{\#}(D_{R_T})]=2|D_{R_T}|\rho (T/2M)C_{31}T^{d/4}R_T^d,$$
$`(6.10)`$
where $`C_{31}`$ depends on $`\lambda `$ and $`M`$. So, comparing (6.9) and (6.10), one obtains that

$$n_kC_{31}(C_1C_{29}\delta _1(T))^1.$$
$`(6.11)`$
The number of $`t_{\mathrm{}}^{}`$ satisfying (6.8) is at least

$$\delta _1(T)T/R_T^23=(\delta _1(T))^13.$$

For $`C_1\stackrel{def.}{=}(2C_{31}/C_{29})1`$ and $`\delta _1(T)<1/6`$, this is strictly larger than $`n_k`$. So, for this choice of $`C_1`$ and large $`T`$,

$$E[\xi _t_{\mathrm{}}^{}^m(D_{R_T})]C_1\delta _1(T)T^{d/4}R_T^d$$

holds for at least one $`t_{\mathrm{}}^{}`$ satisfying (6.8). Setting $`t_k`$ equal to this $`t_{\mathrm{}}^{}`$ produces (2.6), as desired.

Since $`\delta _1(T)0`$ as $`T\mathrm{}`$, it is easy to check that $`t_1T/M`$ for large $`T`$. Also, since $`t_{\mathrm{}}^{}t_\mathrm{}1^{}=R_T^2`$, one has $`t_{K1}T`$ and $`t_K>T`$ for some $`KT^{d/24}`$. So, for this choice of $`K`$, $`[t_1,t_K][T/M,T]`$ and $`[t_1,t_{K1}][T/2M,T]`$, which completes the proof of the proposition. // In the remainder of the section, we analyze the asymptotic density $`\rho (t)`$, for $`d<4`$. Recall that the initial states of $`A`$ and $`B`$ are given by Poisson random fields with intensity $`\lambda `$. We already know, as in (1.2), that $`\lambda ^{1/2}t^{d/4}\rho (t)`$ is bounded above and below; here, we show convergence and identify the limit. The basic procedure is as follows: The density $`\rho (t)`$ is given by $`E[\xi _t^A(D)]/|D|=E[\xi _t^B(D)]/|D|`$. Using Proposition 2.2, the latter quantities can be approximated by $`E[|\xi _t(D)|]/2|D|`$, at appropriate $`t`$, when $`D`$ is comparatively small. By applying Lemma 5.1 and some elementary tail estimates to $`\xi _t(D)`$ and $`(\xi _0N_t)(D)`$, one can show that $`E[|\xi _t(D)|]`$ is approximated by $`E[|(\xi _0N_t)(D)|]`$. Consequently, in order to compute the asymptotics of $`\rho (t)`$, it suffices to do the same for $`E[|(\xi _0N_t)(D)|]/|D|`$. This can be done using the central limit theorem.

We begin with several elementary estimates of $`\xi _t`$ and $`\xi _0N_t`$. Lemma 6.2. For all $`EZ^d`$, with $`|E|<\mathrm{}`$, and all $`t1`$,

$$E[(\xi _t(E))^2](\lambda ^2+\lambda )|E|^2$$
$`(6.12)`$
and

$$E[((\xi _0N_t)(E))^2]C_{32}\lambda t^{d/2}|E|^2$$
$`(6.13)`$
for appropriate $`C_{32}`$. Suppose that $`E_tD_{ϵ(t)}`$, where $`ϵ(t)=o(t^{1/2})`$. Then,

$$\underset{t\mathrm{}}{lim}\sigma ^2((\xi _0N_t)(E_t))/(t^{d/2}|E_t|^2)=2\lambda (4\pi )^{d/2}.$$
$`(6.14)`$
Proof. The random variable $`|\xi _t(E)|`$ is dominated by $`\eta _t^\mathrm{\#}(E)`$, which is Poisson with mean $`2\lambda |E|`$. This implies (6.12). Since

$$(\xi _0N_t)(E)=\underset{xZ^d}{}\xi _0(x)N_t(Ex)$$

is the sum of independent mean-0 random variables with variances $`2\lambda (N_t(Ex))^2`$,

$$\sigma ^2((\xi _0N_t)(E))=2\lambda \underset{x}{}(N_t(Ex))^2.$$
$`(6.15)`$
The right side is at most $`2\lambda |E|^2_x(N_t(x))^2`$. One can check that, for $`t1`$, this is at most $`C_{32}\lambda t^{d/2}|E|^2`$ for appropriate $`C_{32}`$, which gives (6.13), since $`(\xi _0N_t)(E)`$ has mean 0. With a bit of estimation, one can also show that the right side of (6.15), with $`E=E_t`$, is asymptotically equal to

$$2\lambda |E_t|^2_{R^d}(N_t(x))^2𝑑x2\lambda (4\pi t)^{d/2}|E_t|^2$$

for large $`t`$, which implies (6.14). // The following result allows us to compare the expectations of $`\xi _t(E)`$ and $`(\xi _0N_t)(E)`$, for appropriate $`|E|`$. Its proof employs Lemma 5.1, (6.12) and (6.13). Lemma 6.3. For $`d<4`$, $`EZ^d`$ with $`|E|[t^{19d/40},t^d]`$, and large $`t`$,

$$E[|\xi _t(E)(\xi _0N_t)(E)|]t^{(d/4+1/200)}|E|.$$
$`(6.16)`$
Proof. Let $`H_1`$ denote the set where $`|\xi _t(E)|t|E|`$ and $`H_2`$ the set where $`|(\xi _0N_t)(E)|t|E|`$. Also, let $`Z=|\xi _t(E)(\xi _0N_t)(E)|`$. Then, one can check that

$$E[Z;H_1H_2]2E[|\xi _t(E)|;H_1]+2E[|(\xi _0N_t)(E)|;H_2].$$
$`(6.17)`$
By (6.12) and the definition of $`H_1`$,

$$E[|\xi _t(E)|;H_1](\lambda ^2+\lambda )t^1|E|.$$
$`(6.18)`$
Similarly, by (6.13) and the definition of $`H_2`$,

$$E[|(\xi _0N_t)(E)|;H_2]C_{32}\lambda t^{(d/2+1)}|E|.$$
$`(6.19)`$
So, by (6.17)-(6.19),

$$E[Z;H_1H_2]2(C_{32}+1)(\lambda ^2+\lambda )t^1|E|.$$
$`(6.20)`$
Assume that $`|E|[t^{19d/40},t^d]`$. Substitution of $`ϵ=t^{1/200}/6`$ in Lemma 5.1, implies that

$$P(Z\frac{1}{3}t^{(d/4+1/200)}|E|)7\mathrm{exp}\{t^{d/80}\}$$
$`(6.21)`$
for large $`t`$. Let $`H_3`$ denote the random set in (6.21). Then, since $`|Z|2t|E|`$ on $`H_1^cH_2^c`$,

$$E[Z;H_1^cH_2^cH_3]14t\mathrm{exp}\{t^{d/80}\}|E|.$$
$`(6.22)`$
Also,

$$E[Z;H_3^c]\frac{1}{3}t^{(d/4+1/200)}|E|.$$
$`(6.23)`$
Together, (6.20),(6.22) and (6.23) imply that

$$E[Z]t^{(d/4+1/200)}|E|,$$

which is the desired inequality. // By using (6.14) and the central limit theorem, we obtain the following limiting behavior for $`E[|(\xi _0N_t)(E_t)|]`$ and small $`|E_t|`$. Lemma 6.4. Suppose that $`E_tZ^d`$, with $`\varphi E_tD_{ϵ(t)}`$ and $`ϵ(t)=o(t^{1/2})`$. Then, for all $`d`$,

$$\underset{t\mathrm{}}{lim}(t^{d/4}|E_t|)^1E[|(\xi _0N_t)(E_t)|]=(4\lambda /\pi )^{1/2}(4\pi )^{d/4}.$$
$`(6.24)`$
Proof. Recall that

$$(\xi _0N_t)(E_t)=\underset{xZ^d}{}\xi _0(x)N_t(E_tx),$$

where the summands are independent mean-0 random variables. By (6.14), for $`E_tD_{ϵ(t)}`$ with $`ϵ(t)=o(t^{1/2})`$,

$$\underset{t\mathrm{}}{lim}\sigma ^2((\xi _0N_t)(E_t)/(t^{d/4}|E_t|))=2\lambda (4\pi )^{d/2}.$$
$`(6.25)`$
Since the 3rd moment of a rate-$`\lambda `$ Poisson random variable is $`\lambda (\lambda ^2+3\lambda +1)`$, and $`\xi _0(x)`$ is the difference of two such random variables,

$$E[|\xi _0(x)N_t(E_tx)|^3]40(\lambda ^3+\lambda )(N_t(E_tx))^3.$$

Using this, one can check that for large $`t`$,

$$\underset{x}{}E[(|\xi _0(x)N_t(E_tx)|/(t^{d/4}|E_t|))^3]40(\lambda ^3+\lambda )t^{d/4},$$
$`(6.26)`$
which $`0`$ as $`t\mathrm{}`$.

By the bounds, in (6.25) and (6.26), on the variances and 3rd moments of $`(t^{d/4}|E_t|)^1\xi _0(x)N_t(E_tx)`$, and by the Liapunov central limit theorem (see, e.g., \[Ch74\], page 200), it follows that

$$(t^{d/4}|E_t|)^1(\xi _0N_t)(E_t)(2\lambda )^{1/2}(4\pi )^{d/4}Z_{0,1},$$
$`(6.27)`$
where $`Z_{0,1}`$ is a normal random variable with mean 0 and variance 1, and $``$ denotes weak convergence. We also know from (6.13) (or (6.14)), that the 2nd moments of $`(t^{d/4}|E_t|)^1(\xi _0N_t)(E_t)`$ are bounded in $`t`$. It follows from this and (6.27), that

$`\underset{t\mathrm{}}{lim}(t^{d/4}|E_t|)^1E[|(\xi _0N_t)(E_t)|]`$ $`=(\lambda /\pi )^{1/2}(4\pi )^{d/4}{\displaystyle _R}|x|e^{x^2/2}𝑑x`$
$`=(4\lambda /\pi )^{1/2}(4\pi )^{d/4},`$
which implies (6.24). // We note in passing, that the assumption $`ϵ=o(t^{1/2})`$, in Lemma 6.4, was only used for the limit on the variance in (6.14). For $`E_tD_{t^{1/2}}`$, it is not difficult to see, using (6.15), that a lower bound on the 2nd moment of $`(\xi _0N_t)(E)`$ corresponding to (6.13), but with the inequality reversed, still holds. Using this, and reasoning as in Lemma 6.4, one can check that $`(t^{d/4}|E_t|)^1(\xi _0N_t)(E_t)`$ is bounded away from 0 in distribution (and not just in mean). In particular, the error bounds given in Theorem 3 are of smaller order of magnitude than the terms $`\xi _t^A(D)`$ and $`\xi _t^B(D)`$ there, for $`D`$ of the same order as $`D_{T^{1/2}}`$ and $`t[T/M,MT]`$. This is what one would expect, because of (1.2).

Lemmas 6.3 and 6.4 imply the following limiting behavior for $`E[|\xi _t(E_t)|]`$, when $`|E_t|`$ is small. Corollary 6.1. Suppose $`d<4`$, and that $`E_tZ^dD_{ϵ(t)}`$, with $`|E_t|t^{19d/40}`$ and $`ϵ(t)=o(t^{1/2})`$. Then,

$$\underset{t\mathrm{}}{lim}(t^{d/4}|E_t|)^1E[|\xi _t(E_t)|]=(4\lambda /\pi )^{1/2}(4\pi )^{d/4}.$$
$`(6.28)`$
Using Corollary 6.1 and Proposition 2.2, we now compute the limiting density $`\rho (t)`$ for $`d<4`$, which was given in (1.8). Proposition 6.1. Assume that the initial distributions of $`A`$ and $`B`$ particles for the process $`\xi _t`$ are given by independent Poisson random fields with intensity $`\lambda `$. Then, for $`d<4`$,

$$\underset{t\mathrm{}}{lim}t^{d/4}\rho (t)=(\lambda /\pi )^{1/2}(4\pi )^{d/4}.$$
$`(6.29)`$
Proof. Since $`\rho (t)`$ is decreasing in $`t`$, it suffices to show (6.29) along a subsequence of times $`u_1<u_2<\mathrm{},`$ with $`lim_j\mathrm{}u_j=\mathrm{}`$ and $`u_ju_{j1}=o(u_j)`$. For all $`t`$ and nonempty finite $`EZ^d`$, one has

$$\rho (t)=E[\xi _t^A(E)+\xi _t^B(E)]/2|E|=E[|\xi _t(E)|]/2|E|+E[\xi _t^m(E)]/|E|.$$
$`(6.30)`$
Our approach will be to use Proposition 2.2 to select $`t=u_j`$, so that the second term in (6.30) can be dropped in the limit, after scaling by $`t^{d/4}`$. The limit in (6.29) will then follow from (6.28).

For given $`t`$, we set $`T=t`$ and $`R_T=T^{23/48}`$ in Proposition 2.2. By Proposition 2.2, one can then choose $`s(tt^{47/48},t]`$ such that, for large $`t`$,

$$s^{d/4}E[\xi _s^m(D_{s^{23/24}})]/|D_{s^{23/24}}|2C_1s^{1/48}$$
$`(6.31)`$
(since $`\xi _s^m(D_{s^{23/24}})\xi _s^m(D_{t^{23/24}}))`$. Employing such $`s`$ and (6.31), it is easy to construct $`u_1<u_2<\mathrm{},`$ with $`lim_j\mathrm{}u_j=\mathrm{}`$ and $`u_ju_{j1}=o(u_j)`$, so that

$$\underset{j\mathrm{}}{lim}u_j^{d/4}E[\xi _{u_j}^m(E_{u_j})]/|E_{u_j}|=0,$$
$`(6.32)`$
where $`E_t\stackrel{def.}{=}D_{t^{23/24}}`$. Together with (6.30), (6.32) implies that

$$\underset{j\mathrm{}}{lim}u_j^{d/4}\rho (u_j)=\underset{j\mathrm{}}{lim}u_j^{d/4}E[|\xi _{u_j}(E_{u_j})|]/2|E_{u_j}|.$$
$`(6.33)`$
Along with (6.28), (6.33) implies that

$$\underset{j\mathrm{}}{lim}u_j^{d/4}\rho (u_j)=(\lambda /\pi )^{1/2}(4\pi )^{d/4}.$$

The limit (6.29) follows from this and the comment at the beginning of the proof. // 7. Approximation of $`\xi _t^A`$ and $`\xi _t^B`$ In this section, we demonstrate Theorem 3, which, in $`d<4`$, enables us to approximate $`\xi _t^A(D)`$ and $`\xi _t^B(D)`$ by $`_{xD}(\xi _0N_t)(x)^{}`$ and $`_{xD}(\xi _0N_t)(x)^+`$, respectively. The bounds given in (2.2)-(2.3) of the theorem hold simultaneously over all times $`t[T/M,MT]`$ and rectangles $`D𝒟_{MT^{1/2}}`$, where $`M`$ is fixed, off of an event which is of small probability when $`T`$ is large. The main tools used in deriving Theorem 3 are Propositions 2.1 and 2.2. The statement in Proposition 2.1 is analogous to those in Theorem 3, except that here one approximates $`\xi _t(D)`$ by $`(\xi _0N_t)(D)`$. In order to derive the estimates in Theorem 3 from Proposition 2.1, one needs to show that, locally, the two particle types segregate, with the number of the minority type typically being negligible. Proposition 2.2 is employed for this.

One can break the reasoning required for this argument into two main parts. In Proposition 7.1, we will approximate $`(\xi _0N_t)(D)^\pm `$ by $`_{xD}(\xi _0N_t)(x)^\pm `$ for small rectangles $`D`$. The reasoning here is straightforward, and is based on an estimate that shows $`(\xi _0N_t)(x)`$ does not fluctuate much locally.

We also need to approximate $`\xi _t^A(D)`$ and $`\xi _t^B(D)`$ by $`(\xi _0N_t)(D)^{}`$ and $`(\xi _0N_t)(D)^+`$, again for small $`D`$. This involves bounding $`\xi _t^m(D)`$. Here, one needs to be more careful, since Proposition 2.2 only holds for certain times $`t_k`$, and bounds are given only on the expectation of $`\xi _{t_k}^m(D)`$. The probability estimates obtained by applying Markov’s inequality to this expectation, at each $`t_k`$, are much weaker than the exceptional probabilities in Proposition 2.1, and one needs to work to keep these estimates small when summing over different events. One also needs to control the migration of particles over each interval $`[t_k,t_{k+1})`$. These difficulties are taken care of in the work leading up to Proposition 7.2.

Together, the reasoning from the last two paragraphs shows that $`\xi _t^A(D)`$ and $`\xi _t^B(D)`$ can be approximated by $`_{xD}(\xi _0N_t)(x)^{}`$ and $`_{xD}(\xi _0N_t)(x)^+`$, for small $`D`$. Taking unions of such rectangles $`D`$, one obtains the corresponding estimates for all $`D𝒟_{MT^{1/2}}`$, as desired. As mentioned above, one needs to keep the exceptional probabilities which crop up under control.

Lemma 7.1 is the main technical estimate needed for Proposition 7.1. It is employed there and elsewhere in the section, with $`t^{}=t`$; it is employed in Section 9 with $`t^{}t`$, but with $`x^{}=x`$. The argument is a straightforward application of moment generating functions. Lemma 7.1. Let $`|tt^{}|t^\alpha `$ and $`|xx^{}|t^{\alpha /2}`$, where $`\alpha [1/2,1)`$. Then, for appropriate $`C_{33}>0`$,

$$P(|(\xi _0N_t)(x)(\xi _0N_t^{})(x^{})|ϵt^{d/4})2\mathrm{exp}\{C_{33}ϵ^2t^{1\alpha }\}$$
$`(7.1)`$
for large enough $`t`$ and all $`ϵ[0,1]`$. Proof. Fix $`t,t^{},x`$ and $`x^{}`$, and set

$$R(y)=N_t(xy)N_t^{}(x^{}y).$$

One has, for given $`\theta `$,

$$\begin{array}{cc}\hfill E[\mathrm{exp}\theta \{(\xi _0N_t)(x)& (\xi _0N_t^{})(x^{})\}]\hfill \\ & =\mathrm{exp}\left\{\lambda \underset{yZ^d}{}\left(e^{\theta R(y)}+e^{\theta R(y)}2\right)\right\}.\hfill \end{array}$$
$`(7.2)`$
Since $`|tt^{}|t^\alpha `$ and $`|xx^{}|t^{\alpha /2}`$, with $`\alpha 1`$, it follows from (4.10) and (4.13), that

$$|R(y)|C_{34}t^{(\alpha d1)/2},$$
$`(7.3)`$
and from (4.11) and (4.14), that

$$\underset{yZ^d}{}(R(y))^2C_{35}t^{\alpha d/21},$$
$`(7.4)`$
for appropriate $`C_{34}`$ and $`C_{35}`$. By (7.3) and (7.4), (7.2) is, for $`|\theta |C_{36}t^{(d+1\alpha )/2}`$ and given $`C_{36}`$, at most

$$\mathrm{exp}\left\{C_{37}\lambda \theta ^2\underset{y}{}(R(y))^2\right\}\mathrm{exp}\{C_{35}C_{37}\lambda \theta ^2t^{\alpha d/21}\},$$
$`(7.5)`$
for appropriate $`C_{37}`$. Since $`\alpha 1/2`$ and $`ϵ1`$, $`\theta =\pm (2\lambda C_{35}C_{37})^1ϵt^{d/4+1\alpha }`$ satisfy the above bounds on $`|\theta |`$. Chebyshev’s inequality, applied to (7.2) and (7.5) for both values of $`\theta `$, implies that

$$P(|(\xi _0N_t)(x)(\xi _0N_t^{})(x^{})|ϵt^{d/4})2\mathrm{exp}\{(4C_{35}C_{37}\lambda )^1ϵ^2t^{1\alpha }\}.$$

This implies (7.1), with $`C_{33}=(4C_{35}C_{37}\lambda )^1`$. // We would like to replace the bound in (7.1), with $`t^{}=t`$, by one which simultaneously holds over $`t[T/M,T]`$ and $`xD_{T^{1/2}}`$, if $`ϵ`$ is chosen not too small. Such an estimate follows directly from Lemma 7.1 and Lemma 5.3. (In some applications, $`t`$ will remain fixed, and only $`x`$ will be allowed to vary.) Lemma 7.2. Let $`\alpha [1/2,1)`$ and $`\beta =(1\alpha )/8`$. Then, for all $`M>1`$,

$`P(\underset{t[T/M,T]}{sup}\underset{xD_{T^{1/2}}}{sup}\underset{|x^{}x|T^{\alpha /2}}{sup}|(\xi _0N_t)(x).`$ $`.(\xi _0N_t)(x^{})|T^{d/4\beta })`$ $`7.6`$
$`\mathrm{exp}\{T^\beta \}`$
for sufficiently large $`T`$. Proof. Set $`ϵ=MT^\beta `$, where $`\alpha [1/2,1)`$ and $`\beta (0,(1\alpha )/8)`$. One can show that the bound in (7.6), with $`\frac{1}{2}\mathrm{exp}\{T^\beta \}`$ instead of $`\mathrm{exp}\{T^\beta \}`$, holds for $`t𝒮_T^\beta ,xD_{T^{1/2}}`$ and $`|x^{}x|T^{\alpha /2}`$, by summing over the probabilities in (7.1). To extend the bound to all $`[T/M,T]`$ as in (7.6), one applies Lemma 5.3 with $`D=\{x\}`$. // In Section 8, we will apply Lemma 7.2 in a somewhat different setting, where $`(\xi _0N_t)(x)=_{yZ^d}\xi _0(y)N_t(xy)`$ has been extended to $`xR^d`$. This slight generalization causes no changes in the statement of Lemma 7.2 or its proof.

Let $`𝒟_R^r`$ denote those rectangles contained in the cube $`D_R`$, for which the lengths of all sides are at most $`r`$. Using Lemma 7.2, we are able to compare $`(\xi _0N_t)(D)^+`$ with $`_{xD}(\xi _0N_t)(x)^+`$ over such rectangles. Proposition 7.1 is the first main ingredient for demonstrating Theorem 7.3. Proposition 7.1. Let $`\alpha [1/2,1)`$ and $`\beta =(1\alpha )/8`$. Then, for all $`M>1`$,

$$\begin{array}{cc}\hfill P(\underset{t[T/M,T]}{sup}\underset{D𝒟_{T^{1/2}}^{T^{\alpha /2}}}{sup}|(\xi _0N_t)(D)^{}& \underset{xD}{}(\xi _0N_t)(x)^{}||D|T^{d/4\beta })\hfill \\ & \mathrm{exp}\{T^\beta \}\hfill \end{array}$$
$`(7.7)`$
and

$$\begin{array}{cc}\hfill P(\underset{t[T/M,T]}{sup}\underset{D𝒟_{T^{1/2}}^{T^{\alpha /2}}}{sup}|(\xi _0N_t)(D)^+& \underset{xD}{}(\xi _0N_t)(x)^+||D|T^{d/4\beta })\hfill \\ & \mathrm{exp}\{T^\beta \}\hfill \end{array}$$
$`(7.8)`$
for sufficiently large $`T`$. Proof. We consider just (7.8), since the argument for (7.7) is the same. Clearly, $`(\xi _0N_t)(D)^+_{xD}(\xi _0N_t)(x)^+`$ always holds. For the other direction, we may assume that $`(\xi _0N_t)(y)0`$ for some $`yD`$. Then, on the nonexceptional set $`G`$ in Lemma 7.2,

$$(\xi _0N_t)(x)>T^{d/4\beta }\text{for}xD,$$

for $`\alpha [1/2,1)`$ and $`\beta =(1\alpha )/8`$. It follows from this that, on $`G`$,

$$\begin{array}{cc}\hfill (\xi _0N_t)(D)^+\underset{xD}{}(\xi _0N_t)(x)& =\underset{xD}{}[(\xi _0N_t)(x)^+(\xi _0N_t)(x)^{}]\hfill \\ & \underset{xD}{}(\xi _0N_t)(x)^+|D|T^{d/4\beta }.\hfill \end{array}$$

This implies (7.8). // The second main ingredient for demonstrating Theorem 3 is to show that, for suitable small $`D`$, $`\xi _t^A(D)`$ and $`\xi _t^B(D)`$ can be approximated by $`(\xi _0N_t)(D)^{}`$ and $`(\xi _0N_t)(D)^+`$. On account of Proposition 2.1, it will be enough to show that $`\xi _t^A(D)`$ and $`\xi _t^B(D)`$ can be approximated by $`\xi _t(D)^{}`$ and $`\xi _t(D)^+`$. It will suffice to show that $`\xi _t^m(D)`$ is typically negligible. For this, we cover $`D_{T^{1/2}}`$ with disjoint cubes $`D^i,i=1,\mathrm{},I`$, each of length $`T^{\alpha /2}`$, so that $`_iD^iD_{6T^{1/2}}`$ and $`I(6T^{(1\alpha )/2})^d`$. We will employ the following result. Proposition 7.2. Let $`d<4`$, $`\alpha [12/1,000,1)`$, $`\beta =(1\alpha )/16`$, and choose $`D^i`$ as above. Then, for all $`M>1`$,

$$P\left(\underset{t[T/M,T]}{sup}\underset{i=1}{\overset{I}{}}\xi _t^m(D^i)T^{d/4\beta }\right)T^\beta $$
$`(7.9)`$
for large enough $`T`$. The number of particles of minimum type, $`\xi _t^m(E)`$, is increasing with the set $`EZ^d`$. Also,

$$\xi _t^m(E)=\xi _t^A(E)\xi _t(E)^{}=\xi _t^B(E)\xi _t(E)^+$$
$`(7.10)`$
always holds. The following corollary is therefore an immediate consequence of (7.9). Corollary 7.1. Let $`\alpha [12/1,000,1),\beta =(1\alpha )/16`$, and choose $`D^i`$ as above. Then, for all $`M>1`$,

$$P\left(\underset{t[T/M,T]}{sup}\underset{i=1}{\overset{I}{}}\underset{ED^i}{sup}(\xi _t^A(E)\xi _t(E)^{})T^{d/4\beta }\right)T^\beta $$
$`(7.11)`$
and

$$P\left(\underset{t[T/M,T]}{sup}\underset{i=1}{\overset{I}{}}\underset{ED^i}{sup}(\xi _t^B(E)\xi _t(E)^+)T^{d/4\beta }\right)T^\beta $$
$`(7.12)`$
for large enough $`T`$. Corollary 7.1, together with Proposition 2.1 and Proposition 7.1, provides a quick proof of Theorem 3. We therefore first show Theorem 3, and afterwards return to the argument for Proposition 7.2. Proof of Theorem 3. We will demonstrate the inequality for $`\xi _t^B`$; the argument for $`\xi _t^A`$ is the same. By rescaling $`T`$, it suffices to show this over $`t[T/M,T]`$ and $`D𝒟_{T^{1/2}}`$ (after replacing the term $`1/9,000`$ in the exponents with any larger power).

Let $`G_1`$ denote the nonexceptional set in (7.12) and $`G_2`$ the nonexceptional set in (2.4) of Proposition 2.1. Also, let $`\alpha =12/1,000`$ and $`\beta =(1\alpha )/16=1/8,000`$. For $`D𝒟_{T^{1/2}}`$, we set $`E^i=DD^i`$. The sets $`E^i`$ are always rectangles. So, by (2.4)

$$\underset{i=1}{\overset{I}{}}|\xi _t(E^i)^+(\xi _0N_t)(E^i)^+|<IT^{d/41/80}T^{d/4\beta }$$
$`(7.13)`$
holds on $`G_2`$, for large $`T`$ and $`t[T/M,T]`$. One can, of course, write $`\xi _t^B(D)`$ as $`_{i=1}^I\xi _t^B(E^i)`$. It therefore follows from (7.13) that, on $`G_1G_2`$,

$$\left|\xi _t^B(D)\underset{i=1}{\overset{I}{}}(\xi _0N_t)(E^i)^+\right|<2T^{d/4\beta },$$
$`(7.14)`$
for large $`T`$.

Let $`G_3`$ denote the nonexceptional set in (7.8) of Proposition 7.1. Setting $`D=E^i`$ there, for each $`i`$, and summing over $`i`$ implies that

$$\left|\underset{i=1}{\overset{I}{}}(\xi _0N_t)(E^i)^+\underset{xD}{}(\xi _0N_t)(x)^+\right|<6^dT^{d/42\beta }$$

on $`G_3`$. It follows from this and (7.14) that, on $`G_1G_2G_3`$,

$$\left|\xi _t^B(D)\underset{xD}{}(\xi _0N_t)(x)^+\right|<3T^{d/4\beta }$$
$`(7.15)`$
for large $`T`$. By (7.12), (2.4) and (7.8),

$$P((G_1G_2G_2)^c)3T^\beta $$
$`(7.16)`$
for large $`T`$. The bounds (7.15) and (7.16) imply (2.3), which is the desired result.

// In Section 9, we will employ the following result. It is an immediate consequence of Theorem 3 and Lemma 7.2. For $`D𝒟_{T^\delta }`$, $`\delta <1/2`$, it gives the behavior of $`\xi _T^A(D)`$ and $`\xi _T^B(D)`$ in terms of $`(\xi _0N_T)(0)^\pm `$. ($`|D|`$ and $`\delta `$ will be chosen large enough so that the term $`|D|T^{(d+ϵ)/4}`$ in $`h(T,D)`$ is dominant.) Corollary 7.2. Let $`d<4`$, $`\delta <1/2`$ and $`ϵ=1/2\delta `$. Set $`h(T,D)=T^{d/41/10,000}+|D|T^{(d+ϵ)/4}`$. Then, for sufficiently large $`T`$,

$$P(|\xi _T^A(D)|D|(\xi _0N_T)(0)^{}|h(T,D)\text{for some}D𝒟_{T^\delta })T^{1/10,000}$$
$`(7.17)`$
and

$$P(|\xi _T^B(D)|D|(\xi _0N_T)(0)^+|h(T,D)\text{for some}D𝒟_{T^\delta })T^{1/10,000}.$$
$`(7.18)`$
In Section 8, we will reformulate the approximations for $`\xi _t^A`$ and $`\xi _t^B`$ in (2.2) and (2.3) of Theorem 3 in terms of the convolutions $`(\mathrm{\Phi }N_t)^{}`$ and $`(\mathrm{\Phi }N_t)^+`$, where $`\mathrm{\Phi }`$ is white noise. This will lead to Theorem 4, which is a generalization of Theorem 1. To employ Theorem 3, we need to restate it in its scaled format. Recall (1.6), where $`{}_{}{}^{T}\widehat{\xi }_{t}^{}(x)`$ is defined over $`xZ_{T^{1/2}}^d`$. The convolution $`{}_{}{}^{T}\widehat{\xi }_{0}^{}N_t`$, employed below, is also taken over $`Z_{T^{1/2}}^d`$ and is defined in the obvious manner. Since $`N_{Tt}(T^{1/2}x)=T^{d/2}N_t(x)`$ always holds, it is easy to check that

$$(^T\widehat{\xi }_0N_t)(x)=T^{d/4}(\xi _0N_{Tt})(T^{1/2}x).$$
$`(7.19)`$
One can therefore rewrite Theorem 3 as follows. (We assume here that $`DR^d`$, and explicitly write $`DZ_{T^{1/2}}^d`$ in the summation to avoid any ambiguity.) Theorem $`3^{}`$. For $`d<4`$, and given $`M>1`$,

$$\begin{array}{cc}\hfill P(\underset{t[1/M,M]}{sup}\underset{D𝒟_M}{sup}& |^T\widehat{\xi }_t^A(D)T^{d/2}\underset{xDZ_{T^{1/2}}^d}{}(^T\widehat{\xi }_0N_t)(x)^{}|\hfill \\ & T^{1/9,000})T^{1/9,000}\hfill \end{array}$$
$`(7.20)`$
and

$$\begin{array}{cc}\hfill P(\underset{t[1/M,M]}{sup}\underset{D𝒟_M}{sup}& |^T\widehat{\xi }_t^B(D)T^{d/2}\underset{xDZ_{T^{1/2}}^d}{}(^T\widehat{\xi }_0N_t)(x)^+|\hfill \\ & T^{1/9,000})T^{1/9,000}\hfill \end{array}$$
$`(7.21)`$
hold for sufficiently large $`T`$. We point out that, here and in Theorem 3, it is possible to replace the summation in the formulas by the corresponding integrals. We avoid doing this, since $`\xi _0`$ (and $`{}_{}{}^{T}\widehat{\xi }_{0}^{}`$) are discrete, which makes the definition of $`(\xi _0N_t)(x)`$ for nonlattice $`x`$ less natural.

The remainder of the section is devoted to demonstrating Proposition 7.2. The main step for this is Proposition 7.3 below. We will first show how Proposition 7.2 follows from Proposition 7.3, and will then prove Proposition 7.3. We introduce the following notation. The set $`\overline{D}^i,i=1,\mathrm{},I`$, will denote all points (in $`Z^d`$) within distance $`\frac{1}{2}T^{\alpha /2}`$ of $`D^i`$ in the max norm. That is, $`\overline{D}^i`$ is the rectangle centered at the middle of $`D^i`$, and having length $`2T^{\alpha /2}`$. The times $`t_k`$, in Proposition 7.3 and later on, will be those given in Proposition 2.2 for $`R_T=T^{3\alpha /21}`$. (Recall that $`x`$ denotes the integral part of $`x`$.) Proposition 7.3. Let $`d<4`$, $`\alpha [12/1,000,1)`$, $`\beta =(1\alpha )/16`$, and choose $`\overline{D}^i`$ and $`t_k`$ as above. Then, for all $`M>1`$ and all $`k=1,\mathrm{},K1`$,

$$P\left(\underset{i=1}{\overset{I}{}}\xi _{t_k}^m(\overline{D}^i)T^{d/4\beta }\right)T^{20\beta }$$
$`(7.22)`$
for large enough $`T`$. In order to show Proposition 7.2 from Proposition 7.3, we will show that the probability is small that any particle moves from outside $`\overline{D}^i`$, at time $`t_k`$, to inside $`D^i`$, over times $`[t_k,t_k+T^\gamma ]`$, for any $`i`$. (The constant $`\gamma `$ will be chosen so that $`\gamma <\alpha `$ and $`_{k=1}^{K1}[t_k,t_k+T^\gamma ][T/M,T]`$.) For this estimate, we let $`W^{i,k}`$ denote the number of particles (of either type) which violate this condition, for given $`i`$ and $`k`$. Lemma 7.3. For $`\gamma (0,\alpha )`$ and each $`k`$,

$$P\left(\underset{i=1}{\overset{I}{}}W^{i,k}0\right)\mathrm{exp}\{C_{38}T^{(\alpha \gamma )(\alpha /2)}\}$$
$`(7.23)`$
for sufficiently large $`T`$ and appropriate $`C_{38}>0`$. Proof. Let $`X_t`$ be a continuous time rate-$`d`$ simple random walk in $`d`$ dimensions, with $`X_0=0`$. Using moment generating functions and the reflection principle, it is not difficult to show that

$$P\left(\underset{tu}{sup}|X_t||x|\right)4d\mathrm{exp}\left\{C_{39}|x|\left(\frac{|x|}{u}1\right)\right\}$$
$`(7.24)`$
for each $`u`$ and appropriate $`C_{39}`$. Moreover, at time $`t_k`$, each type of particle is dominated by a Poisson random field with intensity $`\lambda `$. Therefore, for given $`i`$ and $`k`$,

$$P(W^{i,k}0)E[W^{i,k}]2\lambda \underset{|x|T^{\alpha /2}}{}4d\mathrm{exp}\left\{C_{39}\frac{|x|}{2}\left(\frac{|x|}{2T^\gamma }1\right)\right\}.$$

For given $`\alpha `$ and $`\gamma `$, with $`\gamma <\alpha `$, this is

$$\mathrm{exp}\{C_{40}T^{\alpha /2}(T^{\alpha /2\gamma }1)\}=\mathrm{exp}\{C_{40}T^{(\alpha \gamma )(\alpha /2)}\}$$

for large $`T`$ and appropriate $`C_{40}`$. Since $`I(6T^{(1\alpha )/2})^d`$, this gives (7.23), for $`C_{38}<C_{40}`$, after summing over $`i`$. // We now demonstrate Proposition 7.2, assuming Proposition 7.3. Proof of Proposition 7.2. Let $`\gamma \stackrel{def.}{=}(9/8)\alpha 1/8=118\beta `$. Since $`\alpha <1`$, one has $`\gamma <\alpha `$. Lemma 7.3 implies that, for a given $`k`$, $`k=1,\mathrm{},K1`$, no particles move from outside $`\overline{D}^i`$ to inside $`D^i`$, over $`𝒯_k\stackrel{def.}{=}[t_k,t_k+T^\gamma ]`$, with overwhelming probability. Under this event,

$$\underset{i=1}{\overset{I}{}}\xi _t^m(D^i)\underset{i=1}{\overset{I}{}}\xi _{t_k}^m(\overline{D}^i)\text{for}t[t_k,t_k+T^\gamma ].$$

One can check that $`(\alpha \gamma )(\alpha /2)=2\beta `$. So, by Proposition 7.3 and Lemma 7.3,

$$P\left(\underset{t𝒯_k}{sup}\underset{i=1}{\overset{I}{}}\xi _t^m(D^i)T^{d/4\beta }\right)T^{20\beta }+\mathrm{exp}\{C_{38}T^{2\beta }\}$$
$`(7.25)`$
for large enough $`T`$ and appropriate $`C_{38}>0`$.

We wish to extend the range of $`t`$ in (7.25) to $`[T/M,T]`$, in order to obtain (7.9). We first note $`𝒯_k`$ has length $`T^\gamma `$. By assumption, $`R_T=T^{3\alpha /21}`$, and so, for $`t_k`$ chosen as in Proposition 2.2,

$$t_kt_{k1}T^{(3\alpha 1)/2}\text{for all}k.$$

For $`\gamma `$ chosen as above, $`\gamma >(3\alpha 1)/2`$, and so $`t_kt_{k1}<<T^\gamma `$ for large $`T`$. Also, $`[T/M,T][t_1,t_K]`$, where $`K`$ is as in Proposition 2.2.

It follows from these observations, that an appropriate collection $`𝒯_{k_1},𝒯_{k_2},\mathrm{}`$ of at most $`2T^{1\gamma }=2T^{18\beta }`$ of these intervals covers $`[T/M,T]`$. Applying these $`𝒯_{k_i}`$ in (7.25) and summing the probabilities implies that

$$P\left(\underset{t[T/M,T]}{sup}\underset{i=1}{\overset{I}{}}\xi _t^m(D^i)T^{d/4\beta }\right)4T^{2\beta }$$

for large enough $`T`$. This gives (7.9). // We now demonstrate Proposition 7.3. The proposition would be a simple application of Proposition 2.2 and Chebyshev’s inequality if one replaced the upper bound $`T^{20\beta }`$ in (7.22) by a multiple of $`T^{7\beta }`$. The bound $`T^{7\beta }`$ is too coarse, however, to apply in the proof of Proposition 7.2, since it needs to be applied over $`2T^{18\beta }`$ events.

One can get around this problem by covering each of the cubes $`\overline{D}^i`$ with disjoint cubes $`D^{i,j},j=1,\mathrm{},J`$, each of length $`T^{\alpha ^{}/2}`$, where $`\alpha ^{}=3\alpha 2`$. We do this with $`_jD^{i,j}`$ contained in the cube having the same center as $`\overline{D}^i`$ but with length $`6T^{\alpha /2}`$, so that $`J(7T^{(\alpha \alpha ^{})/2})^d=(7T^{1\alpha })^d`$, and we center each $`D^{i,j}`$ so that it is a translate (in $`Z^d`$) of $`D_{T^{\alpha ^{}/2}}`$. We will apply Proposition 2.2 to each of these cubes $`D^{i,j}`$, which gives smaller bounds on the exceptional probabilities than if we applied it to $`\overline{D}^i`$ directly. We will then show that the fluctuation of $`\xi _{t_k}^m(D^{i,j})`$ over $`j=1,\mathrm{},J`$, for fixed $`i`$, is small enough so that one retains the improved bounds in (7.22) as well, when one replaces $`_{i,j}\xi _{t_k}^m(D^{i,j})`$ by $`_i\xi _{t_k}^m(\overline{D}^i)`$.

Before presenting the proof of Proposition 7.3, we first give two preliminary lemmas. The first lemma says that the fluctuation in $`\xi _t(D^{i,j})`$, between different $`D^{i,j}`$ with the same $`i`$, will typically be small. Lemma 7.4. Let $`d<4`$, $`\alpha [12/1,000,1)`$, $`\beta =(1\alpha )/16`$ and choose $`D^{i,j}`$ as above. Then, for all $`M>1`$,

$$P\left(\underset{j}{\mathrm{max}}\xi _t(D^{i,j})\underset{j}{\mathrm{min}}\xi _t(D^{i,j})3T^{d(2\alpha ^{}1)/42\beta }\right)2\mathrm{exp}\{T^{2\beta }\}$$
$`(7.26)`$
for sufficiently large $`T,t[T/M,T]`$ and all $`i`$. Proof. Let $`G_1`$ denote the nonexceptional set in (7.6), and fix $`i`$. Since $`|D^{i,j}|=T^{\alpha ^{}/2}^d`$ for all $`j`$,

$$\underset{j}{\mathrm{max}}(\xi _0N_t)(D^{i,j})\underset{j}{\mathrm{min}}(\xi _0N_t)(D^{i,j})<T^{d(2\alpha ^{}1)/42\beta }$$
$`(7.27)`$
on $`G_1`$ for each $`t[T/M,T]`$. Let $`G_2`$ denote the nonexceptional set in (2.4). Then, for each $`j`$,

$$|\xi _t(D^{i,j})(\xi _0N_t)(D^{i,j})|<T^{d/41/80}$$
$`(7.28)`$
holds on $`G_2`$. Since $`\alpha 12/1,000`$, one can check that the bound in (7.27) is larger than that in (7.28). So, (7.27) and (7.28) imply that

$$\underset{j}{\mathrm{max}}\xi _t(D^{i,j})\underset{j}{\mathrm{min}}\xi _t(D^{i,j})<3T^{d(2\alpha ^{}1)/42\beta }$$
$`(7.29)`$
on $`G_1G_2`$. By (7.6) and (2.4),

$$P((G_1G_2)^c)\mathrm{exp}\{T^{2\beta }\}+\mathrm{exp}\{T^{1/42}\}2\mathrm{exp}\{T^{2\beta }\}.$$
$`(7.30)`$
for large $`T`$. The bound in (7.26) follows from (7.29) and (7.30). // Let $`H_i`$ denote the set of realizations where, for a given $`t`$, $`\xi _t(D^{i,j})0`$ holds for all $`j`$ or $`\xi _t(D^{i,j})0`$ holds for all $`j`$. The next lemma says that, on $`H_i^c`$, the quantities $`\xi _t^m(\overline{D}^i)`$ and $`_j\xi _t^m(D^{i,j})`$ will typically be close. Lemma 7.5. Let $`d<4`$, $`\alpha [12/1,000,1)`$, $`\beta =(1\alpha )/16`$, and choose $`\overline{D}^i`$ and $`D^{i,j}`$ as above. Then, for all $`M>1`$,

$$P\left(\xi _t^m(\overline{D}^i)\underset{j=1}{\overset{J}{}}\xi _t^m(D^{i,j})37^dT^{d(2\alpha 1)/42\beta };H_i^c\right)2\mathrm{exp}\{T^{2\beta }\}$$
$`(7.31)`$
for sufficiently large $`T`$, $`t[T/M,T]`$, and all $`i`$. Proof. On $`H_i^c`$, $`\mathrm{max}_j\xi _t(D^{i,j})>0`$ and $`\mathrm{min}_j\xi _t(D^{i,j})<0`$. So, on $`H_i^c`$,

$$\underset{j}{\mathrm{max}}|\xi _t(D^{i,j})|<\underset{j}{\mathrm{max}}\xi _t(D^{i,j})\underset{j}{\mathrm{min}}\xi _t(D^{i,j}).$$

It therefore follows from Lemma 7.4, that

$$P(\underset{j}{\mathrm{max}}|\xi _t(D^{i,j})|3T^{d(2\alpha ^{}1)/42\beta };H_i^c)2\mathrm{exp}\{T^{2\beta }\}.$$
$`(7.32)`$
That is, the numbers of $`A`$ and $`B`$ particles are almost the same over each $`D^{i,j}`$.

One always has that

$$\begin{array}{cc}\hfill \xi _t^m(\overline{D}^i)& \xi _t^m(_jD^{i,j})=\left(\underset{j}{}\xi _t^A(D^{i,j})\right)\left(\underset{j}{}\xi _t^B(D^{i,j})\right)\hfill \\ & \underset{j}{}(\xi _t^A(D^{i,j})\xi _t^B(D^{i,j}))=\underset{j}{}(\xi _t^m(D^{i,j})+|\xi _t(D^{i,j})|),\hfill \end{array}$$
$`(7.33)`$
since $`\overline{D}^i_jD^{i,j}`$ and the sets $`D^{i,j}`$, $`j=1,\mathrm{}`$, $`J`$ are disjoint. Off of $`H_i`$ and the exceptional set in (7.32), this is

$$<\underset{j}{}\xi _t^m(D^{i,j})+3JT^{d(2\alpha ^{}1)/42\beta }<\underset{j}{}\xi _t^m(D^{i,j})+37^dT^{d(2\alpha 1)/42\beta }.$$
$`(7.34)`$
Together with (7.32), (7.33) and (7.34) imply (7.31). // We now prove Proposition 7.3, and hence complete the proof of Theorem 3. The argument combines Proposition 2.2 with Lemma 7.5. Proof of Proposition 7.3. Fix $`M`$, and let $`t_k,k=1,\mathrm{},K1`$, be chosen as in Proposition 2.2. We apply (2.6) to each $`D^{i,j}`$, $`i=1,\mathrm{},I`$ and $`j=1,\mathrm{},J`$, choosing $`R_T=T^{\alpha ^{}/2}`$, and using the translation invariance of $`\xi _t`$. Since $`\delta _1(T)T^{(\alpha ^{}1)/2}=T^{24\beta }`$, one has

$$E\left[\underset{i,j}{}\xi _{t_k}^m(D^{i,j})\right]C_1IJT^{d(2\alpha ^{}1)/424\beta }C_142^dT^{d/424\beta },$$
$`(7.35)`$
for large $`T`$ and appropriate $`C_1`$. By Markov’s inequality, this implies

$$P\left(\underset{i,j}{}\xi _{t_k}^m(D^{i,j})C_142^dT^{d/42\beta }\right)T^{22\beta }.$$
$`(7.36)`$
We wish to replace $`_{i,j}\xi _{t_k}^m(D^{i,j})`$ with $`_i\xi _{t_k}^m(\overline{D}^i)`$, in (7.34). On the set $`H_i`$ defined above Lemma 7.5, for a given $`t_k`$,

$$\xi _{t_k}^m(\overline{D}^i)\underset{j}{}\xi _{t_k}^m(D^{i,j})$$
$`(7.37)`$
clearly holds, since the minimum type over each $`D^{i,j},j=1,\mathrm{},J`$, is the same. On $`H_i^c`$, we can employ Lemma 7.5 (with the value of $`M`$ being twice the value chosen here). Summing the exceptional probabilities in (7.31) over $`i=1,\mathrm{},I`$, and combining this with (7.37), gives

$`P({\displaystyle \underset{i}{}}\xi _{t_k}^m(\overline{D}^i){\displaystyle \underset{i,j}{}}\xi _{t_k}^m(D^{i,j})342^d.`$ $`.T^{d/42\beta })`$ $`7.38`$
$`26^dT^{d(1\alpha )/2}\mathrm{exp}\{T^{2\beta }\}`$
for large $`T`$ and $`k=1,\mathrm{},K1`$. Together with (7.36), (7.38) implies that

$$P\left(\underset{i}{}\xi _{t_k}^m(\overline{D}^i)T^{d/4\beta }\right)T^{20\beta },$$

which is (7.22). //

8. Convergence of $`{}_{}{}^{T}\widehat{\xi }_{t}^{}`$ to $`(2\lambda )^{1/2}(\mathrm{\Phi }N_t)`$ Theorem 1 states that $`{}_{}{}^{T}\widehat{\xi }_{t}^{}`$ converges to $`(2\lambda )^{1/2}(\mathrm{\Phi }N_t)`$ as $`T\mathrm{}`$, where $`\mathrm{\Phi }`$ is the mean-0 generalized Gaussian random field with covariance given by (1.3). In the mathematical physics and other literature, $`\mathrm{\Phi }`$ is referred to as white noise. In this section, we first discuss white noise and its connection with Brownian sheet. We then demonstrate Theorem 4, which is a generalization of Theorem 1.

Brownian sheet is the higher dimensional analog of Brownian motion. Brownian sheet $`W(x)`$, with $`x=(x_1,\mathrm{},x_d)[0,\mathrm{})^d`$, is the real-valued Gaussian process with mean 0 and covariances

$$E[W(x)W(y)]=\underset{j=1}{\overset{d}{}}(x_jy_j).$$
$`(8.1)`$
A version of this process exists where almost all realizations are continuous in $`x`$; we will, from now on, automatically choose this version. Various more refined sample path properties of Brownian sheet have been investigated in \[OrPr73\] and the references given there.

One can extend the domain of $`W`$ from $`[0,\mathrm{})^d`$ to $`R^d`$. One can do this by employing $`2^d`$ independent copies $`W^1,\mathrm{},W^{2d}`$, of $`W`$, each defined on $`[0,\mathrm{})^d`$, where each $`W^n`$ is identified with a different one of the $`2^d`$ orthants. Writing $`x^{\text{pos}}=(|x_1|,\mathrm{},|x_d|)`$, where $`x=(x_1,\mathrm{},x_d)`$, one can extend $`W(x)`$ to $`xR^d`$ by setting $`W(x)=W^n(x^{\text{pos}})`$, where $`W^n`$ is the copy identified with the orthant containing $`x`$. As before, almost all realizations of $`W(x)`$ will be continuous in $`x`$.

Let $`DR^d`$ be a finite rectangle. Denote by $`x`$ and $`y`$ the vertices where all of the coordinates are maximized, respectively, minimized, and, for $`z`$ any vertex of $`D`$, let $`\nu (z)`$ denote the number of coordinates $`z`$ shares with $`y`$. We set

$$\mathrm{\Phi }(D)=\underset{z}{}(1)^{\nu (z)}W(z).$$
$`(8.2)`$
When $`y=0`$, one has $`\mathrm{\Phi }(D)=W(x)`$. The operator $`\mathrm{\Phi }`$ defines a mean-0 generalized Gaussian random field, with covariance satisfying

$$E[\mathrm{\Phi }(D_1)\mathrm{\Phi }(D_2)]=|D_1D_2|$$
$`(8.3)`$
for pairs of rectangles $`D_1`$ and $`D_2`$. This is the same expression as (1.3). Thus, (8.2) gives a representation for white noise in terms of Brownian sheet. One may check (8.3) by decomposing $`D_1`$ and $`D_2`$ into unions of rectangles in the different orthants, and then writing these as differences of rectangles, with each rectangle having the origin as a vertex. One then applies the formula (8.1) to each such pair. The white noise $`\mathrm{\Phi }`$ given by (8.2) is almost surely continuous in $`D`$ as its vertices are varied; we shall henceforth assume this continuity for $`\mathrm{\Phi }`$.

We note that for $`W`$ defined here, $`W(x)=0`$ for any $`xR^d`$ with at least one coordinate equal to 0. Thus, $`W(x)`$ is “centered” at 0. One can recenter $`W(x)`$ at any given point $`y`$ by setting

$$W^y(x)=W(x)\underset{j=1}{\overset{d}{}}g_j(x),$$

where each $`g_j(x),j=1,\mathrm{},d`$, is an appropriate random function which is constant in its $`j`$th coordinate. (First set $`g_1(x)=W(x)`$ for each $`x`$ sharing its first coordinate with $`y`$, then set $`g_2(x)=W(x)g_1(x)`$ for each $`x`$ sharing its second coordinate with $`y`$, etc.) Replacing $`W`$ by $`W^y`$ does not change the corresponding operator $`\mathrm{\Phi }`$. (For instance, subtracting $`g_j(x)`$ from $`W(x)`$ does not change $`\mathrm{\Phi }(D)`$ in (8.2), since the effect, on the right side, on pairs of vertices differing only in the $`j`$th coordinate, cancels out due to the factor $`\nu (z)`$.)

There exists a unique process $`V`$, with domain $`Z^d`$ and centered at 0, which corresponds to $`\xi _0`$ as $`W`$ does to $`\mathrm{\Phi }`$. That is,

$$\xi _0(D)=\underset{z}{}(1)^{\nu (z)}V(z)$$
$`(8.4)`$
for all rectangles $`D`$ having vertices $`zZ^d`$. When $`x`$ and $`y`$ are chosen as above (8.2), with $`y=0`$, one has $`\xi _0(D)=V(x)`$. As in the definition for $`{}_{}{}^{T}\widehat{\xi }`$ in (1.6), we set

$${}_{}{}^{T}\widehat{V}(z)=V(T^{1/2}z)/T^{d/4},$$
$`(8.5)`$
for $`zZ_{T^{1/2}}^d`$. It then follows that

$${}_{}{}^{T}\widehat{\xi }_{0}^{}(D)=\underset{z}{}(1)_{}^{\nu (z)}{}_{}{}^{T}\widehat{V}(z)$$
$`(8.6)`$
for all $`D`$ having vertices $`zZ_{T^{1/2}}^d`$.

We want to be able to compare $`{}_{}{}^{T}\widehat{V}`$ with $`W`$, when $`T\mathrm{}`$. For this, we need to define $`V`$ at nonlattice points, which we do by interpolating. The most natural way is to use the following scheme. For $`d=1`$, the interpolation between $`y`$ and $`y+1`$ will be linear. For $`d=2`$ and $`xy+(0,1]^2`$, with $`y=(y_1,y_2)Z^2`$ and $`x=(x_1,x_2)`$, set

$$\begin{array}{cc}\hfill V(x)& =V(y)+[V(y+(1,0))V(y)](x_1y_1)+[V(y+(0,1))V(y)](x_2y_2)\hfill \\ & +[V(y+(1,1))V(y+(1,0))V(y+(0,1))+V(y)](x_1y_1)(x_2y_2).\hfill \end{array}$$

This interpolation is linear along the sides of $`y+[0,1]^2`$, and has a correction term that is proportional to the area of the rectangle given by the opposing vertices $`y`$ and $`x`$. The interpolation for $`d>2`$ is defined analogously, with the new volume term, for each added dimension, corresponding to the right side of (8.4).

We will also find it useful to extend $`\xi _0(y)`$ to all of $`R^d`$. We do this by setting $`{}_{e}{}^{}\xi _{0}^{}(x)=\xi _0(y)`$ for $`xy[0,1)^d`$ and $`yZ^d`$. One then has, by (8.4),

$${}_{e}{}^{}\xi _{0}^{}(x)=\frac{^dV(x)}{x_1\mathrm{}x_d}$$

for $`x`$ with noninteger coordinates. Since $`{}_{e}{}^{}\xi _{0}^{}(y)`$ will serve the role of a density, the “extension” $`{}_{e}{}^{T}\widehat{\xi }_{0}^{}`$ to $`R^d`$ needs to be scaled differently than $`{}_{}{}^{T}\widehat{\xi }_{0}^{}`$ to be useful. For $`xR^d`$, we set

$${}_{e}{}^{T}\widehat{\xi }_{0}^{}(x)=T_e^{d/4}\xi _0(T^{1/2}x);$$
$`(8.7)`$
at $`xZ_{T^{1/2}}^d`$, one has $`{}_{e}{}^{T}\widehat{\xi }_{0}^{}(x)=T^{d/2}{}_{}{}^{T}\widehat{\xi }_{0}^{}(x)`$. This scaling gives

$${}_{e}{}^{T}\widehat{\xi }_{0}^{}(x)=\frac{^d{}_{}{}^{T}\widehat{V}(x)}{x_1\mathrm{}x_d}$$
$`(8.8)`$
for $`x`$ with coordinates not in $`Z_{T^{1/2}}`$.

Since $`W`$ is defined on $`R^d`$, convolution with respect to $`N_t`$ will be interpreted as an integral over $`R^d`$, i.e.,

$$(WN_t)(x)=_{R^d}W(xy)N_t(y)𝑑y,\text{for}xR^d.$$
$`(8.9)`$
Since the growth of $`|W(x)|`$ can be controlled as $`|x|\mathrm{}`$, the integral is almost surely well defined and finite. (One can employ estimates similar to those in the proofs of Lemmas 8.2 and 8.3.) We define $`{}_{}{}^{T}\widehat{V}N_t`$ in the same way. We will also employ the convolutions $`WN_t^{}`$ and $`{}_{}{}^{T}\widehat{V}N_t^{}`$, where

$$N_t^{}(x)\stackrel{def.}{=}\frac{^dN_t(x)}{x_1\mathrm{}x_d}=(1)^d\frac{x_1\mathrm{}x_d}{t^d}N_t(x).$$
$`(8.10)`$
Using (8.8)-(8.10) and integrating by parts in each direction, one can check that

$$(^T\widehat{V}N_t^{})(x)=(_e^T\widehat{\xi }_0N_t)(x)\text{for}xR^d.$$
$`(8.11)`$
It follows from (8.2), that

$$(\mathrm{\Phi }N_t)(D)=\underset{z}{}(1)^{\nu (z)}(WN_t)(z),$$
$`(8.12)`$
where $`z`$ are the vertices of the rectangle $`D`$. Using (8.1), one can check that $`\mathrm{\Phi }N_t`$ scales according to

$$(\mathrm{\Phi }N_t)(D)=M^{d/4}(\mathrm{\Phi }N_{Mt})(M^{1/2}D),$$
$`(8.13)`$
for $`M>0`$. We write $`(\mathrm{\Phi }N_t)(x)`$ for the density of $`(\mathrm{\Phi }N_t)(D)`$. Then,

$$(\mathrm{\Phi }N_t)(x)=(WN_t^{})(x);$$
$`(8.14)`$
(8.14) can be thought of as a formal $`d`$-fold integration by parts. It follows from (8.14), that $`(\mathrm{\Phi }N_t)(x)`$ is continuous in $`(t,x)`$ for almost all realizations. One can check that since $`W`$ is a family of Gaussian random variables, so is $`\mathrm{\Phi }N`$. A simple computation shows that, for any $`(t_1,x_1)`$ and $`(t_2,x_2)`$,

$$E[(\mathrm{\Phi }N_{t_1})(x_1)(\mathrm{\Phi }N_{t_2})(x_2)]=_{R^d}N_{t_1}(x_1y)N_{t_2}(x_2y)𝑑y.$$
$`(8.15)`$
For $`t_1=t_2=t`$, this equals $`(4\pi t)^{d/2}\mathrm{exp}\{|x_1x_2|^2/4t\}`$. In particular, $`\sigma ^2(\mathrm{\Phi }N_t)(x)=(4\pi t)^{d/2}`$.

The main result in this section is Theorem 4, which is a stronger version of Theorem 1. The main tools for demonstrating the theorem are Theorem $`3^{}`$ of Section 7 and Proposition 8.1. Let $`\overline{D}_M=[M/2,M/2]^d`$, for $`M>0`$. (We will use this notation throughout the remainder of the section.) Proposition 8.1 states that $`(_e^T\widehat{\xi }_0N_t)(x)`$, with $`(t,x)(0,1]\times \overline{D}_1`$, converges weakly to $`(2\lambda )^{1/2}(\mathrm{\Phi }N_t)(x)`$ as $`T\mathrm{}`$. Convergence is with respect to the uniform topology on compact sets of $`C((0,1]\times \overline{D}_1)`$, the space of continuous functions on $`(0,1]\times \overline{D}_1`$. Proposition 8.1. For all $`d`$,

$$(_e^T\widehat{\xi }_0N_.)()(2\lambda )^{1/2}(\mathrm{\Phi }N_.)()\text{as}T\mathrm{},$$
$`(8.16)`$
on $`(0,1]\times \overline{D}_1`$.

Since the demonstration of Proposition 8.1 requires several steps, it will be postponed until the latter part of the section. The proposition has two useful corollaries. The first will be employed in Section 9. Corollary 8.1. For all $`d`$,

$$T^{d/4}(\xi _0N_T)(0)(2\lambda )^{1/2}(4\pi )^{d/4}Z_{0,1}\text{as}T\mathrm{},$$
$`(8.17)`$
where $`Z_{0,1}`$ has the standard normal distribution. Proof. By the observations immediately above and below (8.15), $`(\mathrm{\Phi }N_1)(0)`$ is normally distributed with mean 0 and variance $`(4\pi )^{d/2}`$. Also, using (8.7), one can check that

$$(_e^T\widehat{\xi }_0N_1)(0)=T^{d/4}(_e\xi _0N_T)(0).$$
$`(8.18)`$
So, (8.17) will follow from (8.16) and (8.18) once we show that

$$T^{d/4}[(\xi _0N_T)(0)(_e\xi _0N_T)(0)]0\text{as}T\mathrm{}.$$
$`(8.19)`$
(These two convolutions are not identical, since $`\xi _0N_T`$ is a sum over $`Z^d`$, whereas $`{}_{e}{}^{}\xi _{0}^{}N_T`$ is an integral over $`R^d`$.) Since $`{}_{e}{}^{}\xi _{0}^{}(x)=\xi _0(y)`$ for $`xy[0,1)^d`$ and $`yZ^d`$, $`(_e\xi _0N_T)(0)`$ is the average of $`(\xi _0N_T)(z)`$ over $`z[0,1)^d`$. By Lemma 7.2, with $`\alpha =1/2`$, all of these values are, off of a set of probability $`\mathrm{exp}\{T^{1/16}\}`$, within $`T^{d/41/16}`$ of $`(\xi _0N_T)(0)`$, and hence so is $`(_e\xi _0N_T)(0)`$. This implies (8.19). // The space $`C((0,1]\times D_1)`$ admits a complete, separable metric. Consequently, weak convergence in (8.16) implies the corresponding convergence in probability, if, for each $`T`$, $`\xi _0`$ and $`\mathrm{\Phi }`$ are coupled appropriately (see e.g., \[Bi71\], Theorem 3.3). That is

$$(_e^T\widehat{\xi }_0N_t)(x)(2\lambda )^{1/2}(\mathrm{\Phi }N_t)(x)0\text{in probability as}T\mathrm{},$$

uniformly in $`(t,x)`$ on compact sets. Integration of $`(_e^T\widehat{\xi }_0N)(x)`$ and $`(\mathrm{\Phi }N)(x)`$ over rectangles $`DD_1`$, in the $`d`$ space variables, immediately produces the following result. By $`(_e^T\widehat{\xi }N_t)^\pm (D)`$ and $`(\mathrm{\Phi }N_t)^\pm (D)`$, we mean the functions $`(_e^T\widehat{\xi }N_t)(x)^\pm `$, respectively $`(\mathrm{\Phi }N_t)(x)^\pm `$, integrated over $`xD`$. Corollary 8.2. Fix $`d,M>1`$ and $`ϵ>0`$. For each $`T`$, there exist copies of $`\xi _0`$ and $`\mathrm{\Phi }`$, so that

$$\underset{T\mathrm{}}{lim}P(\underset{t[1/M,1]}{sup}\underset{D𝒟_1}{sup}|(_e^T\widehat{\xi }_0N_t)^{}(D)(2\lambda )^{1/2}(\mathrm{\Phi }N_t)^{}(D)|>ϵ)=0$$
$`(8.20)`$
and

$$\underset{T\mathrm{}}{lim}P(\underset{t[1/M,1]}{sup}\underset{D𝒟_1}{sup}(_e^T\widehat{\xi }_0N_t)^+(D)(2\lambda )^{1/2}(\mathrm{\Phi }N_t)^+(D)>ϵ)=0.$$
$`(8.21)`$
Theorem $`3^{}`$, in Section 7, states that, for large $`T`$ in $`d<4`$, $`{}_{}{}^{T}\widehat{\xi }_{t}^{A}(D)`$ and $`{}_{}{}^{T}\widehat{\xi }_{t}^{B}(D)`$ are, over $`t[1/M,M]`$ and $`D𝒟_M`$, uniformly approximated by $`_{xDZ_{T^{1/2}}^d}(^T\widehat{\xi }_0N_t)(x)^{}`$, respectively $`_{xDZ_{T^{1/2}}^d}(^T\widehat{\xi }_0N_t)(x)^+`$. Putting this together with Corollary 8.2 produces the following uniform approximations on $`\xi _t^A(D)`$ and $`\xi _t^B(D)`$. Theorem 4. Let $`d<4`$, and fix $`M>1`$ and $`ϵ>0`$. For each $`T`$, there exist copies of $`\xi _0`$ and $`\mathrm{\Phi }`$, so that

$$\underset{T\mathrm{}}{lim}P(\underset{t[1/M,M]}{sup}\underset{D𝒟_M}{sup}|^T\widehat{\xi }_t^A(D)(2\lambda )^{1/2}(\mathrm{\Phi }N_t)^{}(D)|>ϵ)=0$$
$`(8.22)`$
and

$$\underset{T\mathrm{}}{lim}P(\underset{t[1/M,M]}{sup}\underset{D𝒟_M}{sup}|^T\widehat{\xi }_t^B(D)(2\lambda )^{1/2}(\mathrm{\Phi }N_t)^+(D)|>ϵ)=0.$$
$`(8.23)`$
By fixing $`t`$ and $`D`$, one obtains Theorem 1 as a special case of Theorem 4. One can also phrase Theorem 4 in terms of weak convergence, if one wishes. In (8.22)-(8.23), it suffices to consider those $`D`$ with a vertex at the origin; the four quantities in (8.22)-(8.23) can each be written as a function of the opposite vertex. The limits can then be formulated in terms of weak convergence, with respect to the uniform topology on compact sets, of continuous functions from $`(0,\mathrm{})\times R^d`$ to $`R^2`$.

We now demonstrate Theorem 4. The main estimates that are needed are supplied by Theorem $`3^{}`$ and Corollary 8.2. One also needs to do some tedious, but straightforward comparisons to coordinate these estimates. Proof of Theorem 4. Since the arguments are the same for both parts, we will just show (8.23). Note that

$${}_{}{}^{T}\widehat{\xi }_{t}^{}(D)=M^{d/4}{}_{}{}^{T/M}\widehat{\xi }_{Mt}^{}(M^{1/2}D)\text{for}M>1.$$
$`(8.24)`$
Using (8.13) and (8.24), it is enough to show (8.23) for $`t[1/M,1]`$ and $`D𝒟_1`$. We claim, it suffices to show this for $`D^{}𝒟_1`$, with $`D^{}`$ having vertices in $`Z_{T^{1/2}}^d`$; we denote the set by $`𝒟_{1,T^{1/2}}`$. To see this, note that for any $`D𝒟_1`$, there is a $`D^{}𝒟_{1,T^{1/2}}`$, with $`D^{}Z_{T^{1/2}}^d=DZ_{T^{1/2}}^d`$, so that the volume of the symmetric difference $`D\mathrm{\Delta }D^{}`$ is at most $`2d/T^{1/2}`$. Since $`(\mathrm{\Phi }N_t)(x)`$ is continuous in $`(t,x)`$ (for almost all realizations), it is bounded on $`[1/M,1]\times D_1`$, and so the same is true for $`(\mathrm{\Phi }N_t)^+(D\mathrm{\Delta }D^{})/|D\mathrm{\Delta }D^{}|`$, for $`|D\mathrm{\Delta }D^{}|>0`$. Replacing $`D`$ by $`D^{}`$, in (8.23), thus changes the second term by a random multiple of $`T^{1/2}`$, and leaves the first term unchanged.

The display (8.23), with $`D𝒟_{1,T^{1/2}}`$ replacing $`D𝒟_1`$, will follow immediately from Theorem $`3^{}`$ and Corollary 8.2, once we have shown that

$`\underset{t[1/M,1]}{sup}\underset{D𝒟_{1,T^{1/2}}}{sup}|T^{d/2}{\displaystyle \underset{yDZ_{T^{1/2}}^d}{}}.`$ $`(^T\widehat{\xi }_0N_t)(y)^+`$ $`8.25`$
$`.{\displaystyle _D}(_e^T\widehat{\xi }_0N_t)(x)^+dx|0`$
in probability as $`T\mathrm{}`$. The reasoning here is similar to that for (8.19), in the proof of Corollary 8.1. The convolutions on the left and on the right are somewhat different, since $`{}_{e}{}^{T}\widehat{\xi }_{0}^{}`$ on the left is defined on $`Z_{T^{1/2}}^d`$ (and so $``$ is defined as a sum), whereas $`{}_{}{}^{T}\widehat{\xi }_{0}^{}`$ on the right has been extended to $`R^d`$ (and so $``$ is defined as an integral). Since $`{}_{e}{}^{}\xi _{0}^{}(x)=\xi _0(y)`$ for $`xy[0,1)^d`$ and $`yZ^d`$, one can check that $`(_e^T\widehat{\xi }_0N_t)(x)`$ is the average of $`(^T\widehat{\xi }_0N_t)(z)`$ over $`zx+[0,T^{1/2})^d`$. By (7.19) and Lemma 7.2, with $`\alpha =1/2`$, all of these values are, off of a set of probability $`\mathrm{exp}\{T^{1/16}\}`$ (not depending on $`t`$ or $`x`$), within $`T^{1/16}`$ of $`(^T\widehat{\xi }_0N_t)(y)`$, and hence so is $`(_e^T\widehat{\xi }_0N_t)(x)`$. Integration over $`D`$ produces an error that is at most $`T^{1/16}`$. This implies (8.25).

// We now set out to show Proposition 8.1. The basic idea is as follows. By the invariance principle in Proposition 8.2, $`{}_{}{}^{T}\widehat{V}()(2\lambda )^{1/2}W()`$ as $`T\mathrm{}`$. Convolution by $`N^{}`$ will be a continuous map if one truncates the tail of $`N^{}`$, and the error involved in this truncation can be made as small as desired. By employing a standard weak convergence result, one can therefore show that

$$(^T\widehat{V}N_{}^{})()(2\lambda )^{1/2}(WN_{}^{})()$$
$`(8.26)`$
on $`(0,1]\times \overline{D}_1`$. On account of (8.11) and (8.14), this is equivalent to (8.16).

In Proposition 8.2, the domains of $`{}_{}{}^{T}\widehat{V}`$ and $`W`$ are each $`R^d`$. Convergence is with respect to the uniform topology on compact sets of $`C(R^d)`$. Proposition 8.2. For all $`d`$,

$${}_{}{}^{T}\widehat{V}()(2\lambda )^{1/2}W()\text{as}T\mathrm{}.$$
$`(8.27)`$
The proof of Proposition 8.2, for general $`d`$, is similar to the proof for $`d=1`$, which is a special case of the standard invariance principle. Rather than go into the proof in detail, we will briefly discuss related results in \[Ku73\]. We will also summarize the key steps for $`d=1`$, in \[Bi68\], and will indicate how they extend to general $`d`$.

For $`d=1`$, Proposition 8.2 is just a special case of the invariance principle, since $`\xi _0(x)`$, $`xZ`$, are i.i.d. with mean 0 and variance $`2\lambda `$. For $`d=2`$, the analog of (8.27), on $`[0,1]^2`$, is shown in Theorem 3 of \[Ku73\] for i.i.d. random variables with finite variance. By intersecting $`\overline{D}_M`$, $`M>0`$, with each of the four quadrants and treating each of them separately, the problem in Proposition 8.2, for $`d=2`$, reduces to this setting. The extension of the invariance principle, to $`d3`$, is briefly discussed in \[Ku73\]. Theorem 3, in \[Ku73\], is an application of an earlier result in the paper on the convergence of Banach-valued random variables to the corresponding Banach-valued Brownian motion. In the proof of the theorem, the dimension of the parameter space is effectively lowered from 2 to 1, by treating the evolution of the process along one of the directions as the state of a corresponding process, whose state space consists of continuous functions on $`[0,1]`$ with the uniform topology. The extension, from $`d`$ to $`d+1`$, involves a similar induction argument. It is sketched in \[Ku73\].

If one wishes, one can instead show Proposition 8.2 directly, using reasoning corresponding to that given in \[Bi68\] for the one dimensional case. The two main steps are as follows. One first shows convergence of the joint distributions. This part proceeds as in $`d=1`$, with the extension of the dimension not affecting the argument. One then needs to show tightness of the sequence of probability measures. For this, one can apply the analog of Theorem 8.3 of \[Bi68\]. The main condition in Theorem 8.3 is that, for fixed $`ϵ>0`$, the probability of an oscillation, of size at last $`ϵ`$, occurring over any interval of length $`\delta `$, converges to 0 as $`\delta 0`$. The analog of this condition in our setting, where such intervals are replaced by cubes of length $`\delta `$, is not difficult to show. Since $`\xi _0(x)`$ is the difference of two independent mean-$`\lambda `$ Poisson distributions at each $`x`$, it is symmetric. So, using the reflection principle (as in Lemma 8.3, below), one can show that the probability of a large fluctuation occurring in a cube is only a fixed multiple of the probability of $`{}_{}{}^{T}\widehat{V}`$ attaining a large value at one of the vertices. One can show this is small by employing second moments together with Chebyshev’s inequality (as in Lemma 8.2).

We will break the work in showing (8.26), and hence Proposition 8.1, into the following two steps. Lemma 8.1 is the analog of (8.26), with the integral associated with $``$ restricted to the domain $`\overline{D}_M`$. Convergence is with respect to the uniform topology on compact sets for $`C((0,1]\times D_1)`$. Lemma 8.1. For all $`d`$ and $`M`$,

$$_{\overline{D}_M}{}_{}{}^{T}\widehat{V}(y)N_.^{}(y)dy(2\lambda )^{1/2}_{\overline{D}_M}W(y)N_.^{}(y)dy\text{as}T\mathrm{}.$$
$`(8.28)`$
The other step says that the contribution to the integral associated with $``$ is insignificant off of the set $`\overline{D}_M`$. Lemma 8.2. For all $`d`$ and $`ϵ>0`$,

$$P(\underset{t[0,1]}{sup}\underset{x\overline{D}_1}{sup}_{\overline{D}_M^c}|^T\widehat{V}(y)N_t^{}(xy)|dyϵ)0$$
$`(8.29)`$
uniformly in $`T`$ as $`M\mathrm{}`$. Similarly,

$$P\left(\underset{t[0,1]}{sup}\underset{x\overline{D}_1}{sup}_{\overline{D}_M^c}|W(y)N_t^{}(xy)|𝑑yϵ\right)0$$
$`(8.30)`$
as $`M\mathrm{}`$. The proof of Proposition 8.1 is immediate from Lemmas 8.1 and 8.2. Together, (8.28)-(8.30) imply that

$$_{R^d}{}_{}{}^{T}\widehat{V}(y)N_.^{}(y)dy(2\lambda )^{1/2}_{R^d}W(y)N_.^{}(y)dy,$$
$`(8.31)`$
where $``$ denotes weak convergence with respect to the uniform topology on compact subsets of $`C((0,1]\times \overline{D}_1)`$. This is (8.26), which is equivalent to (8.16). Proof of Lemma 8.1. For fixed $`M>0`$, let $`\mathrm{\Xi }`$ denote the linear map from the space of continuous functions on $`\overline{D}_M`$ to the space of continuous functions on $`(0,1]\times \overline{D}_1`$, which is given by

$$(\mathrm{\Xi }(g))(t,x)=_{\overline{D}_M}g(y)N_t^{}(xy)𝑑y.$$

Denote by $`\mathrm{\Xi }^L`$ the map $`\mathrm{\Xi }`$ where the domain of $`\mathrm{\Xi }(g)`$ is restricted to $`[1/L,1]\times \overline{D}_1`$. We write $`_{\overline{D}_M}`$ and $`_{[1/L,1]\times \overline{D}_1}`$ for the uniform metrics on the spaces of continuous functions on $`\overline{D}_M`$ and $`[1/L,1]\times \overline{D}_1`$, respectively. Since

$$\mathrm{\Xi }^L(g)_{[1/L,1]\times \overline{D}_1}C(L)g_{\overline{D}_M}$$

for all $`g`$ and appropriate $`C(L)`$, the map $`\mathrm{\Xi }^L`$ is continuous. Hence, so is $`\mathrm{\Xi }`$.

We know from Proposition 8.2, that $`{}_{}{}^{T}\widehat{V}()(2\lambda )^{1/2}W()`$ as $`T\mathrm{}`$. Since $`\mathrm{\Xi }`$ is continuous, it follows from a standard result on weak convergence, that

$$(\mathrm{\Xi }(^T\widehat{V}))(,)(2\lambda )^{1/2}(\mathrm{\Xi }(W))(,)\text{as}T\mathrm{}.$$
$`(8.32)`$
(See, e.g., Theorem 5.1 of \[Bi68\].) The limit (8.32) is equivalent to (8.28). // In order to demonstrate Lemma 8.2, we first need the following bounds on $`sup_{|y|j}|{}_{}{}^{T}\widehat{V}(y)|`$, $`jZ^+`$, and $`sup_{|y|r}|W(y)|,rR^+`$. Both bounds are repeated applications of the reflection principle, and employ Chebyshev’s inequality with the 2nd moments of $`{}_{}{}^{T}\widehat{V}`$ and $`W`$. Here, $`\mathrm{𝟙}=(1,\mathrm{},1)R^d`$ and $`||_{\mathrm{}}`$ denotes the max norm on $`R^d`$. Lemma 8.3. For all $`d,ϵ>0`$ and $`jZ^+`$,

$$P(\underset{|y|_{\mathrm{}}j}{sup}|^T\widehat{V}(y)|ϵ)24^dP({}_{}{}^{T}\widehat{V}(\mathrm{𝟙}j)ϵ).$$
$`(8.33)`$
Similarly, for all $`r>0`$,

$$P\left(\underset{|y|_{\mathrm{}}r}{sup}|W(y)|ϵ\right)24^dP(W(\mathrm{𝟙}r)ϵ).$$
$`(8.34)`$
Proof. Since the proofs are similar, we demonstrate just (8.34). We first note that it is enough to show

$$P\left(\underset{yH_r}{sup}W(y)ϵ\right)2^dP\left(W(\mathrm{𝟙}r)ϵ\right),$$
$`(8.35)`$
where $`H_r`$ is the set of $`y`$ with $`|y|_{\mathrm{}}r`$ and having nonnegative coordinates. (The different orthants contribute an additional factor $`2^d`$, and the absolute value contributes the factor 2.)

In order to show (8.35), we repeatedly apply the reflection principle. Let $`H_r^1`$ denote the subset of points $`yH_r`$, $`y=(y_1,\mathrm{},y_d)`$, with $`y_1=r`$. We will show that

$$P\left(\underset{yH_r}{sup}W(y)ϵ\right)2P\left(\underset{yH_r^1}{sup}W(y)ϵ\right).$$
$`(8.36)`$
To obtain (8.36), set

$$Y_1=inf\{y_1:W(y)=ϵ\text{for some}yH_r\}r.$$
$`(8.37)`$
Also, let $`Y=(Y_1,\mathrm{},Y_d)`$ denote the smallest point in $`H_r`$ at which this occurs (ordering $`y_1`$ first, then $`y_2,\mathrm{}`$, down through $`y_d`$). One has $`W(Y)=ϵ`$ unless $`Y_1=r`$. Set $`Y^{}=(r,Y_2,\mathrm{},Y_d)`$. When the first coordinate is varied, with the other coordinates remaining fixed, the increments of $`W(y)`$ are independent, and so it follows by symmetry that

$$P(W(Y^{})W(Y))1/2.$$
$`(8.38)`$
This implies (8.36).

Proceeding inductively, one can continue in the same manner as above. Starting on $`H_r^{i1}`$, the $`di+1`$ dimensional face, where the first $`i1`$ coordinates are all fixed and equal $`r`$, one can reflect, in the $`i`$th direction, to obtain

$$P\left(\underset{yH_r^{i1}}{sup}W(y)ϵ\right)2P\left(\underset{yH_r^i}{sup}W(y)ϵ\right).$$
$`(8.39)`$
Continuing until $`i=d`$, where $`H_r^d=\{\mathrm{𝟙}r\}`$, one obtains (8.35) after putting the inequalities together.

We point out that we are implicitly employing the strong Markov property here. To justify its application for $`i=1`$, for example, let $`W_1(y_1)`$, $`y_1[0,r]`$, denote the process whose value at $`y_1`$ is the map $`W^1`$ from $`[0,r]^{d1}`$ to $`R`$, with

$$W^1(y_2,\mathrm{},y_d)=W(y_1,\mathrm{},y_d),$$

i.e., $`W_1(y_1)`$ is given by the “slice” of $`W`$ taken where the first coordinate is $`y_1`$. Assign the uniform topology on $`C([0,r]^{d1})`$ to these states. Then, one can check that $`W_1(y_1)`$ is Feller continuous, and is hence strong Markov. The justification for the other steps is analogous. // Employing Lemma 8.3, we now show Lemma 8.2. This will complete the proof of Proposition 8.1. Proof of Lemma 8.2. Since the proofs of (8.29) and (8.30) are similar, we will do just (8.30). We first note that $`W(\mathrm{𝟙}j)`$ is normally distributed with 2nd moment $`j^d`$. So, by Chebyshev’s inequality,

$$P(W(\mathrm{𝟙}j)e^j)j^d/e^{2j}.$$
$`(8.40)`$
Set $`E_j=\{y:|y|_{\mathrm{}}(j1,j]\}`$. It follows from (8.34) and (8.40), that

$$P\left(\underset{yE_j}{sup}|W(y)|e^j\right)2(4j)^d/e^{2j}.$$
$`(8.41)`$
For $`x\overline{D}_1`$, $`yE_j`$ and $`j4`$, one has $`|xy|_{\mathrm{}}j/2`$. It is therefore easy to check that, for large enough $`j`$,

$$\underset{t[0,1]}{sup}\underset{\genfrac{}{}{0pt}{}{x\overline{D}_1}{yE_j}}{sup}|N_t^{}(xy)|<e^{j^2/9}.$$
$`(8.42)`$
Together with (8.41), (8.42) implies that

$$P\left(\underset{t[0,1]}{sup}\underset{x\overline{D}_1}{sup}_{E_j}|W(y)N_t^{}(xy)|𝑑y(2j)^de^{jj^2/9}\right)2(4j)^d/e^{2j}$$
$`(8.43)`$
for large enough $`j`$. Since $`_{j=M/2}^{\mathrm{}}E_j\overline{D}_M^c`$, it follows from (8.43), that

$$P\left(\underset{t[0,1]}{sup}\underset{x\overline{D}_1}{sup}_{\overline{D}_M^c}|W(y)N_t^{}(xy)|𝑑ye^{M^2/40}\right)2^M,$$

for large enough $`M`$. This clearly implies (8.30). //

9. Local Behavior of $`\xi _t`$

In this section, we are interested in the local (or microscopic) behavior of $`\xi _t`$ for large $`t`$, after space has been appropriately scaled. On account of (1.8) (or (1.2)), the scaling given in (1.10), by $`\stackrel{ˇ}{\xi }_t(E)=\xi _t(t^{1/4}E)`$, is the right scaling. The goal here is to demonstrate Theorem 2, which states that $`\stackrel{ˇ}{\xi }_t`$ converges to a mixture of Poisson random fields.

We will divide the work needed for Theorem 2 into two main steps. In Proposition 9.1, we break the evolution of $`\xi _r,r[0,t]`$, into the time intervals $`[0,s]`$ and $`[s,t]`$, where $`t=s+s^\alpha `$ and $`\alpha >0`$. (Later on, we will choose $`\alpha `$ to be slightly less than 1.) We examine there the behavior of $`{}_{s}{}^{}\stackrel{~}{\eta }_{r}^{}`$, which will be a slight variant of the process $`{}_{s}{}^{}\eta _{r}^{}`$ defined in Section 2, where the annihilation between particles is suppressed starting at time $`s`$. The interval $`[s,t]`$ has been chosen so that it is (1) long enough so that particles will mix locally to form Poisson random fields, but (2) short enough so that the density changes insignificantly. In Proposition 9.2, we restore the annihilation between particles over $`[s,t]`$. On account of (2), $`\xi _t`$ and $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{}`$ will typically be the same locally. It will follow from Proposition 9.2, that the Laplace functionals of $`\xi _t`$ converge to the desired limits, which implies Theorem 2.

In order to show Propositions 9.1 and 9.2, we employ the following two lemmas. For Lemma 9.1, we partition $`R^d`$ by cubes $`D^1,D^2,\mathrm{},`$ each having length $`s^\beta `$, where $`\beta (0,\alpha /2)`$. We then have $`|D^i|=s^\beta ^d`$ for each $`i`$; the exact choice of the translates does not matter. (Later on, $`\beta `$ will be slightly less than 1/2, with $`\beta =\alpha 1/2`$.) The following bound limits the local fluctuations of $`K_{s^\alpha }(x)`$ as $`x`$ varies. (Recall that $`K_t(x)`$ is the random walk kernel introduced in Section 2.) Lemma 9.1. Fix $`d`$. For $`\alpha >0`$, $`\beta (0,\alpha /2)`$ and large $`s`$,

$$\underset{i=1}{\overset{\mathrm{}}{}}\underset{y,y^{}D^i}{\mathrm{max}}|K_{s^\alpha }(xy)K_{s^\alpha }(xy^{})|C_{41}s^{\alpha /2(d1)\beta }$$
$`(9.1)`$
holds for all $`x`$ and appropriate $`C_{41}`$. Proof. It follows without difficulty from (4.13), that for large $`s`$,

$$\underset{i=1}{\overset{\mathrm{}}{}}\underset{y,y^{}D^i}{\mathrm{max}}|N_{s^\alpha }(xy)N_{s^\alpha }(xy^{})|C_{42}s^{\alpha /2(d1)\beta }$$
$`(9.2)`$
holds for all $`x`$ and appropriate $`C_{42}`$. It also follows immediately from (4.8), that

$$\underset{i=1}{\overset{\mathrm{}}{}}\underset{yD^i}{\mathrm{max}}|N_{s^\alpha }(xy)K_{s^\alpha }(xy)|C_{11}s^{\alpha /2d\beta }$$
$`(9.3)`$
for all $`x`$. Together, (9.2) and (9.3) imply (9.1). // We will employ Lemma 9.1 in Proposition 9.1, in the form of the following corollary. We need the following terminology. Set

$$m^i(x)=\underset{yD^i}{\mathrm{min}}K_{s^\alpha }(xy),M^i(x)=\underset{yD^i}{\mathrm{max}}K_{s^\alpha }(xy),$$
$`(9.4)`$
where $`D^i,i=1,2,\mathrm{}`$ are given above. Also, let $`I`$ denote the smallest set of indices of these cubes so that $`D_{2s^\gamma }_{iI}D^i`$, where $`\gamma (\alpha /2,1]`$ is fixed. (Later on, $`\gamma `$ will be slightly less than 1/2.) Corollary 9.1. Fix $`d`$. For $`\alpha >0`$, $`\beta (\alpha /4,\alpha /2),\gamma (\alpha /2,1]`$ and large $`s`$,

$$(1C_{43}s^{\alpha /2+\beta })s^{d\beta }\underset{iI}{}m^i(x)\underset{i=1}{\overset{\mathrm{}}{}}M^i(x)(1+C_{43}s^{\alpha /2+\beta })s^{d\beta }$$
$`(9.5)`$
holds for all $`xD_{s^\gamma }`$ and appropriate $`C_{43}`$. Proof. We consider the lower bound. Let $`A^i(x)`$ denote the average of $`K_{s^\alpha }(xy)`$ over $`yD^i`$. By (9.1),

$$\underset{i=1}{\overset{\mathrm{}}{}}(A^i(x)m^i(x))C_{41}s^{\alpha /2(d1)\beta }$$
$`(9.6)`$
holds for large $`s`$. On the other hand, since $`|D^i|s^{d\beta }`$ for all $`i`$,

$$\underset{i=1}{\overset{\mathrm{}}{}}A^i(x)s^{d\beta }\underset{yZ^d}{}K_{s^\alpha }(y)=s^{d\beta }.$$
$`(9.7)`$
Also, using a simple large deviations estimate, one can check that

$$\underset{iI}{}A^i(x)2s^{d\beta }\underset{yD_{s^\gamma }}{}K_{s^\alpha }(y)\mathrm{exp}\{C_{44}s^{2\gamma \alpha }\}$$

for large $`s`$, $`xD_{s^\gamma }`$ and appropriate $`C_{44}`$. Since $`\gamma >\alpha /2`$, this last term goes to 0 quickly as $`s\mathrm{}`$. Together, the above three estimates imply the lower bound in (9.5). Only (9.6) and (9.7) are needed for the upper bound, which follows in the same manner with the inequalities reversed. (The upper bound holds for all $`x`$.) // The process $`{}_{s}{}^{}\stackrel{~}{\eta }_{r}^{}`$ alluded to earlier is the same as $`{}_{s}{}^{}\eta _{r}^{}`$, except that, at time $`s`$, one kills all of the particles outside $`_{iI}D^i`$, where $`D^i`$ and $`I`$ are specified before Corollary 9.1. Over $`(s,t]`$, the process evolves without interaction between particles. The following lemma says that this modification will typically not affect the configuration of particles in $`D_{s^\gamma }`$, at time $`t`$, which contains the regions we are interested in. Lemma 9.2. Fix $`d`$. For $`\alpha >0`$ and $`\gamma (\alpha /2,1]`$,

$$P(_s\stackrel{~}{\eta }_t^A(x){}_{s}{}^{}\eta _{t}^{A}(x)\text{for some}xD_{s^\gamma })\mathrm{exp}\{C_{45}s^{2\gamma \alpha }\}$$
$`(9.8)`$
and

$$P(_s\stackrel{~}{\eta }_t^B(x){}_{s}{}^{}\eta _{t}^{B}(x)\text{for some}xD_{s^\gamma })\mathrm{exp}\{C_{45}s^{2\gamma \alpha }\}$$
$`(9.9)`$
for large $`s`$ and appropriate $`C_{45}`$. Proof. Since $`D_{2s^\gamma }_{iI}D^i`$, it suffices, for each case, to calculate an upper bound on the expected number of particles in $`D_{2s^\gamma }^c`$ at time $`s`$, which are in $`D_{s^\gamma }`$ at time $`t`$, for the process $`\eta _r`$. One can then apply Markov’s inequality. The configurations of $`A`$ and $`B`$ particles, at time $`s`$, are dominated by Poisson random fields with intensity $`\lambda `$. So, the argument reduces to elementary large deviation estimates on the probability of a particle moving distance greater than $`s^\gamma `$ over the time interval $`[s,s+s^\alpha ]`$. The estimates required here are similar to those in Lemma 7.3. // Proposition 9.1 provides information on the behavior near $`0`$ of $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{}`$. (The replacement of $`{}_{s}{}^{}\eta _{t}^{}`$ by $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{}`$ simplifies the reasoning somewhat.) The main tools in the proof of Proposition 9.1 are Corollaries 7.2 and 9.1. Corollary 7.2 allows us to approximate $`\xi _s^A(D^i)`$ and $`\xi _s^B(D^i)`$ by $`s^\beta ^d(\xi _0N_s)(0)^{}`$ and $`s^\beta ^d(\xi _0N_s)(0)^+`$ for all $`iI`$, since both $`\beta `$ and $`\gamma `$ will be slightly less than 1/2. On account of Corollary 9.1, if one ignores annihilations over $`(s,t]`$, the probabilities of such particles being at a given site $`xD_{s^\gamma }`$ at time $`t`$, do not depend much on their exact locations within $`D^i`$ at time $`s`$. Together with some approximation, this behavior will imply (9.10) and (9.11) as $`t\mathrm{}`$. Proposition 9.1. Assume that $`d<4`$, and set $`\alpha =110^5`$ and $`\gamma =1/210^6`$. Then, for $`fC_c^+(R^d)`$,

$`E\left[\mathrm{exp}\right\{`$ $`{\displaystyle \underset{xZ^d}{}}f(x/t^{1/4})_s\stackrel{~}{\eta }_t^A(x)\}_0]`$ $`9.10`$
$`\mathrm{exp}\left\{t^{d/4}(\xi _0N_t)(0)^{}{\displaystyle _{R^d}}(e^{f(x)}1)𝑑x\right\}`$
$`0\text{in probability as}t\mathrm{}`$
and

$`E\left[\mathrm{exp}\right\{`$ $`{\displaystyle \underset{xZ^d}{}}f(x/t^{1/4})_s\stackrel{~}{\eta }_t^B(x)\}_0]`$ $`9.11`$
$`\mathrm{exp}\left\{t^{d/4}(\xi _0N_t)(0)^+{\displaystyle _{R^d}}(e^{f(x)}1)𝑑x\right\}`$
$`0\text{in probability as}t\mathrm{}.`$
Proof. We will demonstrate just (9.11), since the argument for (9.10) is the same. Set $`\beta =1/210^5`$, and let $`D^1,D^2,\mathrm{}`$ denote the cubes of length $`s^\beta `$, and $`I`$ the set of indices that were introduced above. Then, $`D^I\stackrel{def.}{=}_{iI}D^iD_{3s^\gamma }`$. Also, set $`ϵ=10^6`$, and let $`H_s`$ denote the set of realizations where

$$|\xi _s^B(D^i)s^\beta ^d(\xi _0N_s)(0)^+|<s^{d\beta (d+ϵ/2)/4}$$
$`(9.12)`$
for all $`iI`$. Since $`\gamma <1/2`$, it follows from Corollary 7.2, that

$$P(H_s)1\text{as}s\mathrm{}.$$
$`(9.13)`$
Using (9.13), we first obtain upper bounds for the left side of (9.11). Since the particles of $`{}_{s}{}^{}\stackrel{~}{\eta }_{r}^{}`$ execute independent random walks over $`(s,t]`$, and $`{}_{s}{}^{}\stackrel{~}{\eta }_{s}^{}=\xi _s`$ on $`D^I`$,

$`E[\mathrm{exp}\{{\displaystyle \underset{xZ^d}{}}`$ $`f(x/t^{1/4})_s\stackrel{~}{\eta }_t^B(x)\}_s]`$
$`(9.14)`$ $`={\displaystyle \underset{yD^I}{}}\left[{\displaystyle \underset{xZ^d}{}}\mathrm{exp}\{f(x/t^{1/4})\}K_{s^\alpha }(xy)\right]^{\xi _s^B(y)}`$
$`={\displaystyle \underset{yD^I}{}}\left[1+{\displaystyle \underset{xZ^d}{}}(\mathrm{exp}\{f(x/t^{1/4})\}1)K_{s^\alpha }(xy)\right]^{\xi _s^B(y)}.`$
Define $`m^i(x)`$ as in (9.4) and set $`Z_s=[s^\beta ^d(\xi _0N_s)(0)s^{d\beta (d+ϵ/2)/4}]^+`$. On $`H_s`$, $`Z_s`$ is a lower bound of $`\xi _s^B(D^i)`$, for all $`iI`$. Grouping all $`B`$ particles for each $`D^i`$ together, one can therefore check that, on $`H_s`$, (9.14) is

$`{\displaystyle \underset{iI}{}}\left[1+{\displaystyle \underset{xZ^d}{}}(\mathrm{exp}\{f(x/t^{1/4})\}1)m^i(x)\right]^{Z_s}`$ $`9.15`$
$`{\displaystyle \underset{iI}{}}\mathrm{exp}\left\{Z_s{\displaystyle \underset{xZ^d}{}}(\mathrm{exp}\{f(x/t^{1/4})\}1)m^i(x)\right\}`$
$`=\mathrm{exp}\left\{Z_s{\displaystyle \underset{xZ^d}{}}\left[(\mathrm{exp}\{f(x/t^{1/4})\}1){\displaystyle \underset{iI}{}}m^i(x)\right]\right\}.`$
By applying the lower bound for $`_{iI}m^i(x)`$ in Corollary 9.1, with $`xD_{s^\gamma }`$, one obtains the upper bound

$$\mathrm{exp}\left\{(1C_{43}s^{\alpha /2+\beta })s^{d\beta }Z_s\underset{xZ^d}{}(\mathrm{exp}\{f(x/t^{1/4})\}1)\right\}$$

for large $`t`$. (Since $`f()`$ has compact support, the values of $`m^i(x)`$, for $`xD_{s^\gamma }`$, do not matter.) Substituting in for $`Z_s`$, one can check that this is at most

$`\mathrm{exp}\{(1C_{46}s^{\alpha /2+\beta })`$ $`[(\xi _0N_s)(0)s^{(d+ϵ/2)/4}]^+`$ $`9.16`$
$`\times {\displaystyle \underset{xZ^d}{}}(\mathrm{exp}\{f(x/t^{1/4})\}1)\},`$
for appropriate $`C_{46}`$.

Since $`f`$ is continuous and has compact support,

$$t^{d/4}\underset{xZ^d}{}(\mathrm{exp}\{f(x/t^{1/4})\}1)_{R^d}(e^{f(x)}1)𝑑x\text{as}t\mathrm{}.$$
$`(9.17)`$
One has $`\beta <\alpha /2`$ and $`ϵ>0`$, and so one can use this to write (9.16) as

$$\mathrm{exp}\left\{[c_{1,s}t^{d/4}(\xi _0N_s)(0)+c_{2,s}]^+_{R^d}(e^{f(x)}1)𝑑x\right\},$$
$`(9.18)`$
where $`c_{1,s}1`$ and $`c_{2,s}0`$ as $`s\mathrm{}`$. Since $`f(x)0`$ for all $`x`$, (9.18) is asymptotically equivalent to the expression obtained by dropping the terms $`c_{1,s}`$ and $`c_{2,s}`$. So, combining (9.13)-(9.18), one sees that

$`[E\left[\mathrm{exp}\right\{`$ $`{\displaystyle \underset{x}{}}f(x/t^{1/4})_s\stackrel{~}{\eta }_t^B(x)\}_s].`$ $`9.19`$
$`.\mathrm{exp}\left\{t^{d/4}(\xi _0N_s)(0)^+{\displaystyle _{R^d}}(e^{f(x)}1)dx\right\}]^+`$
$`0\text{in probability as}t\mathrm{}.`$
Taking the conditional expectation of the left side of (9.19), with respect to $`_0`$, produces the same expression as in (9.19), but with $`_0`$ replacing $`_s`$. Moreover, it follows from Lemma 7.1, that

$$P(|(\xi _0N_t)(0)^+(\xi _0N_s)(0)^+|t^{(d+1\alpha )/4})2\mathrm{exp}\{C_{33}t^{(1\alpha )/2}\}$$
$`(9.20)`$
for large $`t`$; note that $`\alpha <1`$. Together, (9.19)-(9.20) imply that

$`[E\left[\mathrm{exp}\right\{`$ $`{\displaystyle \underset{x}{}}f(x/t^{1/4})_s\stackrel{~}{\eta }_t^B(x)\}_0].`$ $`9.21`$
$`\mathrm{exp}.\left\{t^{d/4}(\xi _0N_t)(0)^+{\displaystyle _{R^d}}(e^{f(x)}1)dx\right\}]^+`$
$`0\text{in probability as}t\mathrm{}.`$
This is the desired upper bound for the left side of (9.11).

We still need to show the analog of (9.21), but with $`[]^{}`$ replacing $`[]^+`$ on the left side of (9.21). The argument for this direction is essentially the same as before. We define $`M^i(x)`$ as in (9.4), and set $`Z_s^{}=[s^\beta ^d(\xi _0N_s)(0)+s^{d\beta (d+ϵ/2)/4}]^+`$. Reasoning as in (9.14) through the first line of (9.15), one obtains that, on $`H_s`$,

$`E\left[\mathrm{exp}\left\{{\displaystyle \underset{xZ^d}{}}f(x/t^{1/4})_s\stackrel{~}{\eta }_t^B(x)\right\}_s\right]`$ $`9.22`$
$`{\displaystyle \underset{iI}{}}\left[1+{\displaystyle \underset{xZ^d}{}}(\mathrm{exp}\{f(x/t^{1/4})\}1)M^i(x)\right]^{Z_s^{}}.`$
Note that the process $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{}`$, rather than $`{}_{s}{}^{}\eta _{t}^{}`$, is needed for (9.22), because the above product is restricted to $`iI`$. Since $`f`$ has compact support, one can check, using a standard version of the local central limit theorem, that

$$\underset{xZ^d}{}(\mathrm{exp}\{f(x/t^{1/4})\}1)M^i(x)C_{47}s^{d(12\alpha )/4}$$

for large $`t`$ and appropriate $`C_{47}`$. The right side of (9.22) is therefore at least

$$\mathrm{exp}\left\{(1+C_{47}s^{d(12\alpha )/4})Z_s^{}\underset{xZ^d}{}\left[(\mathrm{exp}\{f(x/t^{1/4})\}1)\underset{iI}{}M^i(x)\right]\right\},$$

which is the analog of the last line in (9.15). Since $`\alpha >1/2`$, the term $`C_{47}s^{d(12\alpha )/4}`$ is negligible.

From here on, the arguments leading to (9.21) can be copied, with the upper bound for $`_{i=1}^{\mathrm{}}M^i(x)`$ in Corollary 9.1, and Lemma 7.1 being applied. In place of (9.21), one obtains

$`[E\left[\mathrm{exp}\right\{`$ $`{\displaystyle \underset{xZ^d}{}}f(x/t^{1/4})_s\stackrel{~}{\eta }_t^B(x)\}_0].`$ $`9.23`$
$`\mathrm{exp}.\left\{t^{d/4}(\xi _0N_t)(0)^+{\displaystyle _{R^d}}(e^{f(x)}1)dx\right\}]^{}`$
$`0\text{in probability as}t\mathrm{}.`$
Together, (9.21) and (9.23) imply (9.11). // In Proposition 9.2, we replace $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{}`$, in (9.10)-(9.11), with $`\xi _t`$; we also examine the joint behavior of $`\xi _t^A`$ and $`\xi _t^B`$. In addition to Proposition 9.1, we employ Lemma 9.2, which allows us to compare $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{}`$ with $`{}_{s}{}^{}\eta _{t}^{}`$. On account of (1.8), the decrease in the density $`\rho (t)`$ is smooth, and so comparison of $`{}_{s}{}^{}\eta _{t}^{}`$ with $`\xi _t`$ is also not difficult; the reasoning for this follows \[Ar81\]. Together, these results will imply (9.25). Proposition 9.2. Assume that $`d<4`$. Then, for $`f=(f_1,f_2)`$, with $`f_iC_c^+(R^d)`$,

$`E\left[\mathrm{exp}\left\{{\displaystyle \underset{xZ^d}{}}(f_1(x/t^{1/4})\xi _t^A(x)+f_2(x/t^{1/4})\xi _t^B(x))\right\}_0\right]`$ $`9.25`$
$`\mathrm{exp}\{t^{d/4}[(\xi _0N_t)(0)^{}{\displaystyle _{R^d}}(e^{f_1(x)}1)dx+(\xi _0N_t)(0)^+..`$
$`..\times {\displaystyle _{R^d}}(e^{f_2(x)}1)dx]\}0\text{in probability as}t\mathrm{}.`$
Proof. We first compare $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{}`$ and $`\xi _t`$. Recall that $`t=s+s^\alpha `$; as in Proposition 9.1, we set $`\alpha =110^5`$. It therefore follows from (1.8), that

$$t^{d/4}(\rho (s)\rho (t))C_{48}t^{10^5}$$
$`(9.26)`$
for large $`t`$ and appropriate $`C_{48}`$. Consequently, for given $`M>0`$,

$$E[_s\eta _t^B(D_{Mt^{1/4}})]E[\xi _t^B(D_{Mt^{1/4}})]2C_{48}M^dt^{10^5}.$$
$`(9.27)`$
The particles of $`\xi _t`$ form a subset of those of $`{}_{s}{}^{}\eta _{t}^{}`$. Therefore, by (9.27) and Markov’s inequality,

$$P(_s\eta _t^B(x)\xi _t^B(x)\text{for some}xD_{Mt^{1/4}})0\text{as}t\mathrm{}.$$
$`(9.28)`$
The analogous limit holds for $`A`$ particles as well. It follows from this and Lemma 9.2, that

$`P(_s\stackrel{~}{\eta }_t^A(x)`$ $`\xi _t^A(x)\text{for some}xD_{Mt^{1/4}})0\text{as}t\mathrm{},`$ $`9.29`$
$`P(_s\stackrel{~}{\eta }_t^B(x)`$ $`\xi _t^B(x)\text{for some}xD_{Mt^{1/4}})0\text{as}t\mathrm{}.`$
We now derive (9.25) from (9.10)-(9.11). Let $`G_t`$ denote the event where $`(\xi _0N_t)(0)0`$. It follows from (9.10)-(9.11) that, for $`f_iC_c^+(R^d)`$,

$`1_{G_t}{\displaystyle \underset{xZ^d}{}}f_1(x/t^{1/4})_s\stackrel{~}{\eta }_t^A(x)0`$ $`\text{in probability as}t\mathrm{},`$ $`9.30`$
$`1_{G_t^c}{\displaystyle \underset{xZ^d}{}}f_2(x/t^{1/4})_s\stackrel{~}{\eta }_t^B(x)0`$ $`\text{in probability as}t\mathrm{},`$
where $`1_G`$ denotes the indicator function of the event $`G`$. Consequently, by (9.29),

$`1_{G_t}{\displaystyle \underset{xZ^d}{}}f_1(x/t^{1/4})\xi _t^A(x)0`$ $`\text{in probability as}t\mathrm{},`$ $`9.31`$
$`1_{G_t^c}{\displaystyle \underset{xZ^d}{}}f_2(x/t^{1/4})\xi _t^B(x)0`$ $`\text{in probability as}t\mathrm{}.`$
So, in order to demonstrate (9.25), it suffices to show the analogous limit,

$`E\left[\mathrm{exp}\left\{1_{G_t^c}{\displaystyle \underset{xZ^d}{}}f_1(x/t^{1/4})\xi _t^A(x)1_{G_t}{\displaystyle \underset{xZ^d}{}}f_2(x/t^{1/4})\xi _t^B(x)\right\}_0\right]`$ $`9.32`$
$`\mathrm{exp}\{t^{d/4}[(\xi _0N_t)(0)^{}{\displaystyle _{R^d}}(e^{f_1(x)}1)dx+(\xi _0N_t)(0)^+..`$
$`..\times {\displaystyle _{R^d}}(e^{f_2(x)}1)dx]\}0\text{in probability as}t\mathrm{}.`$
On $`G_t`$, the left side of (9.32) reduces to the left side of (9.11), if $`f_2`$ is replaced by $`f`$ and $`\xi _t^B(x)`$ by $`{}_{s}{}^{}\stackrel{~}{\eta }_{t}^{B}(x)`$; similarly, on $`G_t^c`$, the left side of (9.32) reduces to the left side of (9.10). So, (9.32) follows from (9.10)-(9.11) and (9.29). This demonstrates the proposition. // We now demonstrate Theorem 2. We know from Corollary 8.1, that

$$t^{d/4}(\xi _0N_t)(0)b_dZ_{0,1}\text{as}t\mathrm{},$$
$`(9.33)`$
where $`Z_{0,1}`$ has a standard normal distribution, and $`b_d=(2\lambda )^{1/2}(4\pi )^{d/4}`$. Taking expectations in (9.25), and substituting in (9.33) implies that

$`E`$ $`\left[\mathrm{exp}\left\{{\displaystyle \underset{xZ^d}{}}(f_1(x/t^{1/4})\xi _t^A(x)+f_2(x/t^{1/4})\xi _t^B(x))\right\}\right]`$ $`9.34`$
$`E\left[\mathrm{exp}\left\{b_d\left(Z_{0,1}^{}{\displaystyle _{R^d}}(e^{f_1(x)}1)𝑑x+Z_{0,1}^+{\displaystyle _{R^d}}(e^{f_2(x)}1)𝑑x\right)\right\}\right]`$
as $`t\mathrm{}`$, for $`f_iC_c^+(R^d)`$. One can rescale $`\xi _t`$ as in (1.10), setting $`\stackrel{ˇ}{\xi }_t(E)=\xi _t(t^{1/4}E)`$. One can also rewrite the left side of (9.34), viewing $`\stackrel{ˇ}{\xi }_t^A`$ and $`\stackrel{ˇ}{\xi }_t^B`$ as random measures on $`R^d`$. Doing this, one can rephrase (9.34) as

$`E`$ $`\left[\mathrm{exp}\left\{{\displaystyle _{R^d}}f_1(x)\stackrel{ˇ}{\xi }_t^A(dx){\displaystyle _{R^d}}f_2(x)\stackrel{ˇ}{\xi }_t^B(dx)\right\}\right]`$ $`9.35`$
$`E\left[\mathrm{exp}\left\{b_d\left(Z_{0,1}^{}{\displaystyle _{R^d}}(e^{f_1(x)}1)𝑑x+Z_{0,1}^+{\displaystyle _{R^d}}(e^{f_2(x)}1)𝑑x\right)\right\}\right]`$
as $`t\mathrm{}`$. The right side of (9.35) is the Laplace functional of a convex combination of Poisson random fields with two types of particles, where the intensities are given by $`b_dZ_{0,1}^{}`$ and $`b_dZ_{0,1}^+`$. Letting $`F`$ denote the distribution function of $`b_dZ_{0,1}`$, we can write this random field as $`𝒫_F`$, as in (1.11). It follows from (9.35), that the pair $`(\stackrel{ˇ}{\xi }_t^A,\stackrel{ˇ}{\xi }_t^B)`$ converges weakly to $`𝒫_F`$, on the Borel measures on $`R^d`$ with finite mass on compact subsets. That is,

$$(\stackrel{ˇ}{\xi }_t^A,\stackrel{ˇ}{\xi }_t^B)𝒫_F\text{as}t\mathrm{}.$$
$`(9.36)`$
The limit in (9.36) is the same as that in (1.12). This completes the proof of Theorem 2. REFERENCES \[Ar79\] Arratia, R. (1979). Coalescing Brownian Motions on the Line. Ph.D. thesis, University of Wisconsin at Madison. \[Ar81\] Arratia, R. (1981). Limiting point processes for rescalings of coalescing and annihilating random walks on $`Z^d`$. Ann. Probab. $`\mathrm{𝟡}`$ 909-936. \[BhRa86\] Bhattacharya, R.N. and Rao, R.R. (1986). Normal Approximation and Asymptotic Expansions. Krieger, Malabar. \[Bi68\] Billingsley, P. (1968). Convergence of Probability Measures. Wiley, New York. \[Bi71\] Billingsley, P. (1971). Weak Convergence of Measures: Applications in Probability. Regional Conference Series in Applied Mathematics. SIAM, Philadelpha. \[BrGr80\] Bramson, M. and Griffeath, D. (1980). Asymptotics for interacting particle systems on $`Z^d`$. Z. Wahrsch. verw. Geb. $`\mathrm{𝟝𝟛}`$ 183-196. \[BrLe91a\] Bramson, M. and Lebowitz, J.L. (1991). Asymptotic behavior of densities for two-particle annihilating random walks. J. Stat. Phys. $`\mathrm{𝟞𝟚}`$ 297-372. \[BrLe91b\] Bramson, M. and Lebowitz, J.L. (1991). Spatial structure in diffusion limited two-particle reactions. J. Stat. Phys. $`\mathrm{𝟞𝟝}`$ 941-952. \[BrLe99\] Bramson, M. and Lebowitz, J.L. (1999). Spatial structure in high dimensions for diffusion limited two-particle reactions. In preparation. \[Ch74\] Chung, K.L. (1974). A Course in Probability Theory. Academic Press, New York. \[KaRe85\] Kang, K. and Redner, S. (1985). Fluctuation-dominated kinetics in diffusion-controlled reactions. Phys. Rev. A $`\mathrm{𝟛𝟚}`$ 435-447. \[KeVa98\] Kesten, H. and van den Berg, J. (1998). Asymptotic density in a coalescing random walk model. Preprint. \[Ku73\] Kuelbs, J. (1973). The invariance principle for Banach space valued random variables. J. Mult. Analysis $`\mathrm{𝟛}`$ 161-172. \[LeCa95\] Lee, B.P. and Cardy, J. (1995). Renormalization group study of the $`A+B\mathrm{}`$ diffusion-limited reaction. J. Stat. Phys. $`\mathrm{𝟠𝟘}`$ 971-1007. \[LeCa97\] Lee, B.P. and Cardy, J. (1997). Erratum: Renormalization group study of the $`A+B\mathrm{}`$ diffusion-limited reaction. J. Stat. Phys. $`\mathrm{𝟠𝟟}`$ 951-954. \[OrPr73\] Orey, S. and Pruitt, W. (1973). Sample functions of the N-parameter Wiener process. Ann. Probab. $`\mathrm{𝟙}`$ 138-163. \[OvZe83\] Ovchinnikov, A.A. and Zeldovich, Ya.B. (1978). Role of density fluctuations in bimolecular reaction kinetics. Chem. Phys. $`\mathrm{𝟚𝟠}`$ 215-218. \[Pe75\] Petrov, V.V. (1975). Sums of Independent Random Variables. Springer, New York. \[ToWi83\] Toussaint, D. and Wilczek, F. (1983). Particle-antiparticle annihilation in diffusive motion. J. Chem. Phys. $`\mathrm{𝟟𝟠}`$ 2642-2647.

MAURY BRAMSON

SCHOOL OF MATHEMATICS

UNIVERSITY OF MINNESOTA

MINNEAPOLIS, MINNESOTA 55455

E-MAIL - bramsonmath.umn.edu

JOEL L. LEBOWITZ

DEPARTMENTS OF MATHEMATICS AND PHYSICS

RUTGERS UNIVERSITY

NEW BRUNSWICK, NEW JERSEY 08903

E-MAIL - lebowitzsakharov.rutgers.edu