Branching Brownian motion with an inhomogeneous breeding potential
Harris, J. W. ; Harris, S. C.
Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 793-801 / Harvested from Project Euclid
This article concerns branching Brownian motion (BBM) with dyadic branching at rate β|y|p for a particle with spatial position y∈ℝ, where β>0. It is known that for p>2 the number of particles blows up almost surely in finite time, while for p=2 the expected number of particles alive blows up in finite time, although the number of particles alive remains finite almost surely, for all time. We define the right-most particle, Rt, to be the supremum of the spatial positions of the particles alive at time t and study the asymptotics of Rt as t→∞. In the case of constant breeding at rate β the linear asymptotic for Rt is long established. Here, we find asymptotic results for Rt in the case p∈(0, 2]. In contrast to the linear asymptotic in standard BBM we find polynomial asymptotics of arbitrarily high order as p↑2, and a non-trivial limit for lnRt when p=2. Our proofs rest on the analysis of certain additive martingales, and related spine changes of measure.
Publié le : 2009-08-15
Classification:  Branching Brownian motion,  Additive martingales,  Spine constructions,  60J80
@article{1249391385,
     author = {Harris, J. W. and Harris, S. C.},
     title = {Branching Brownian motion with an inhomogeneous breeding potential},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 793-801},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1249391385}
}
Harris, J. W.; Harris, S. C. Branching Brownian motion with an inhomogeneous breeding potential. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  793-801. http://gdmltest.u-ga.fr/item/1249391385/