English

Survival of near-critical branching Brownian motion

Probability 2015-05-19 v1

Abstract

Consider a system of particles performing branching Brownian motion with negative drift μ=2ϵ\mu = \sqrt{2 - \epsilon} and killed upon hitting zero. Initially there is one particle at x>0x>0. Kesten showed that the process survives with positive probability if and only if ϵ>0\epsilon>0. Here we are interested in the asymptotics as \eps0\eps\to 0 of the survival probability Qμ(x)Q_\mu(x). It is proved that if L=π/ϵL= \pi/\sqrt{\epsilon} then for all xRx \in \R, limϵ0Qμ(L+x)=θ(x)(0,1)\lim_{\epsilon \to 0} Q_\mu(L+x) = \theta(x) \in (0,1) exists and is a travelling wave solution of the Fisher-KPP equation. Furthermore, we obtain sharp asymptotics of the survival probability when x<Lx<L and LxL-x \to \infty. The proofs rely on probabilistic methods developed by the authors in a previous work. This completes earlier work by Harris, Harris and Kyprianou and confirms predictions made by Derrida and Simon, which were obtained using nonrigorous PDE methods.

Keywords

Cite

@article{arxiv.1009.0406,
  title  = {Survival of near-critical branching Brownian motion},
  author = {Julien Berestycki and Nathanaël Berestycki and Jason Schweinsberg},
  journal= {arXiv preprint arXiv:1009.0406},
  year   = {2015}
}