Critical Branching Brownian Motion with Killing
Probability
2015-08-12 v2
Abstract
We obtain sharp asymptotic estimates for hitting probabilities of a critical branching Brownian motion in one dimension with killing at 0 We also obtain sharp asymptotic formulas for the tail probabilities of the number of particles killed at 0. In the special case of double-or-nothing branching, we give exact formulas for both the hitting probabilities, in terms of elliptic functions, and the distribution of the number of killed particles.
Cite
@article{arxiv.1507.02345,
title = {Critical Branching Brownian Motion with Killing},
author = {Steven P. Lalley and Bowei Zheng},
journal= {arXiv preprint arXiv:1507.02345},
year = {2015}
}
Comments
minor changes; added citations [M13] and {BBHM15]