The unscaled paths of branching brownian motion
Harris, Simon C. ; Roberts, Matthew I.
Annales de l'I.H.P. Probabilités et statistiques, Tome 48 (2012), p. 579-608 / Harvested from Numdam
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Considérons un mouvement Brownien branchant. Nous nous intéressons au nombre de particules dont le chemin reste dans un ensemble fixé A ⊂ C[0, ∞). Nous montrons qu'il n'est pas nécessaire de renormaliser les chemins. Nous donnons les probabilités de grandes déviations, ainsi qu'une preuve plus sophistiquée pour un résultat concernant la croissance du nombre de particules dans certains ensembles. Nos résultats démontrent que ce nombre de particules peut fortement osciller. Nous obtenons aussi des résultats nouveaux concernant le nombre de particules proches de la frontière du système. Nos méthodes sont purement probabilistes.

For a set A ⊂ C[0, ∞), we give new results on the growth of the number of particles in a branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large deviations probabilities as well as a more sophisticated proof of a result on growth in the number of particles along certain sets of paths. Our results reveal that the number of particles can oscillate dramatically. We also obtain new results on the number of particles near the frontier of the model. The methods used are entirely probabilistic.

Publié le : 2012-01-01
DOI : https://doi.org/10.1214/11-AIHP417
Classification:  60J80 
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     author = {Harris, Simon C. and Roberts, Matthew I.},
     title = {The unscaled paths of branching brownian motion},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {48},
     year = {2012},
     pages = {579-608},
     doi = {10.1214/11-AIHP417},
     mrnumber = {2954267},
     zbl = {1259.60102},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2012__48_2_579_0}
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Harris, Simon C.; Roberts, Matthew I. The unscaled paths of branching brownian motion. Annales de l'I.H.P. Probabilités et statistiques, Tome 48 (2012) pp. 579-608. doi : 10.1214/11-AIHP417. http://gdmltest.u-ga.fr/item/AIHPB_2012__48_2_579_0/

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