English

A simple backward construction of Branching Brownian motion with large displacement and applications

Probability 2020-09-01 v3

Abstract

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal processes of several branching processes, including branching Brownian motions with variable speed and multitype branching Brownian motions. We give a new, alternative representation of these point measures and we show that they form a continuous family. This also yields a simple probabilistic expression for the constant that appears in the large deviation probability of having a large displacement. As an application, we show that Bovier and Hartung (2015)'s results about variable speed branching Brownian motion also describe the extremal point process of branching Ornstein-Uhlenbeck processes.

Keywords

Cite

@article{arxiv.1810.05809,
  title  = {A simple backward construction of Branching Brownian motion with large displacement and applications},
  author = {Julien Berestycki and Éric Brunet and Aser Cortines and Bastien Mallein},
  journal= {arXiv preprint arXiv:1810.05809},
  year   = {2020}
}