Limit Theorems for the Frontier of a One-Dimensional Branching Diffusion
Lalley, S. ; Sellke, T.
Ann. Probab., Tome 20 (1992) no. 4, p. 1310-1340 / Harvested from Project Euclid
Let $R_t$ be the position of the rightmost particle at time $t$ in a time-homogeneous one-dimensional branching diffusion process. Let $\gamma(\alpha,t)$ be the $\alpha$th quantile of $R_t$ under $P^0$, where $P^x$ denotes the probability measure of the branching diffusion process starting with a single particle at position $x$. We show that $\gamma(\alpha,t)$ is a limiting quantile of $R_t$ under $P^x$ in the sense that $\lim_{t \rightarrow\infty}P^x\{R_t \leq \gamma(\alpha,t)\}$ exists for all $\alpha \in (0,1)$ and all $x \in \mathbb{R}$. If the underlying diffusion is recurrent, we show that, after an appropriate rescaling of space, the $P^x$ distribution of $R_t - t$ converges weakly to a nontrivial limiting distribution $w_x$.
Publié le : 1992-07-14
Classification:  Branching diffusion process,  travelling wave,  extreme value distribution,  60J80,  60G55,  60F05
@article{1176989693,
     author = {Lalley, S. and Sellke, T.},
     title = {Limit Theorems for the Frontier of a One-Dimensional Branching Diffusion},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 1310-1340},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989693}
}
Lalley, S.; Sellke, T. Limit Theorems for the Frontier of a One-Dimensional Branching Diffusion. Ann. Probab., Tome 20 (1992) no. 4, pp.  1310-1340. http://gdmltest.u-ga.fr/item/1176989693/