Travelling Waves in Inhomogeneous Branching Brownian Motions. II
Lalley, S. ; Sellke, T.
Ann. Probab., Tome 17 (1989) no. 4, p. 116-127 / Harvested from Project Euclid
We study an inhomogeneous branching Brownian motion in which individual particles execute standard Brownian movements and reproduce at rates depending on their locations. The rate of reproduction for a particle located at $x$ is $\beta(x) = b + \beta_0(x)$, where $\beta_0(x)$ is a nonnegative, continuous, integrable function. Let $M(t)$ be the position of the rightmost particle at time $t$; then as $t \rightarrow \infty, M(t) - \operatorname{med}(M(t))$ converges in law to a location mixture of extreme value distributions. We determine $\operatorname{med}(M(t))$ to within a constant $+ o(1)$. The rate at which $\operatorname{med}(M(t)) \rightarrow \infty$ depends on the largest eigenvalue $\lambda$ of a differential operator involving $\beta(x)$; the cases $\lambda < 2, \lambda = 2$ and $\lambda > 2$ are qualitatively different.
Publié le : 1989-01-14
Classification:  Inhomogeneous branching Brownian motion,  travelling wave,  extreme value distribution,  Feynman-Kac formula,  60J80,  60G55,  60F05
@article{1176991498,
     author = {Lalley, S. and Sellke, T.},
     title = {Travelling Waves in Inhomogeneous Branching Brownian Motions. II},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 116-127},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991498}
}
Lalley, S.; Sellke, T. Travelling Waves in Inhomogeneous Branching Brownian Motions. II. Ann. Probab., Tome 17 (1989) no. 4, pp.  116-127. http://gdmltest.u-ga.fr/item/1176991498/