On a First Passage Problem for Branching Brownian Motions
Kaj, Ingemar ; Salminen, Paavo
Ann. Appl. Probab., Tome 3 (1993) no. 4, p. 173-185 / Harvested from Project Euclid
Consider a (space-time) realization $\omega$ of a critical or subcritical one-dimensional branching Brownian motion. Let $Z_x(\omega)$ for $x \geq 0$ be the number of particles which are located for the first time on the vertical line through $(x, 0)$ and which do not have an ancestor on this line. In this note we study the process $Z = \{Z_x; x \geq 0\}$. We show that $Z$ is a continuous-time Galton-Watson process and compute its creation rate and offspring distribution. Here we use ideas of Neveu, who considered a similar problem in a supercritical case. Moreover, in the critical case we characterize the continuous state branching processes obtained as weak limits of the processes $Z$ under rescaling.
Publié le : 1993-02-14
Classification:  Branching Brownian motion,  Galton-Watson process,  Levy process,  super-Brownian motion,  weak convergence,  first passage,  60J65,  60J80
@article{1177005513,
     author = {Kaj, Ingemar and Salminen, Paavo},
     title = {On a First Passage Problem for Branching Brownian Motions},
     journal = {Ann. Appl. Probab.},
     volume = {3},
     number = {4},
     year = {1993},
     pages = { 173-185},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177005513}
}
Kaj, Ingemar; Salminen, Paavo. On a First Passage Problem for Branching Brownian Motions. Ann. Appl. Probab., Tome 3 (1993) no. 4, pp.  173-185. http://gdmltest.u-ga.fr/item/1177005513/