The extremal process of two-speed branching Brownian motion
Probability
2013-12-19 v4
Abstract
We construct and describe the extremal process for variable speed branching Brownian motion, studied recently by Fang and Zeitouni, for the case of piecewise constant speeds; in fact for simplicity we concentrate on the case when the speed is for and when . In the case , the process is the concatenation of two BBM extremal processes, as expected. In the case , a new family of cluster point processes arises, that are similar, but distinctively different from the BBM process. Our proofs follow the strategy of Arguin, Bovier, and Kistler.
Keywords
Cite
@article{arxiv.1308.1868,
title = {The extremal process of two-speed branching Brownian motion},
author = {Anton Bovier and Lisa Hartung},
journal= {arXiv preprint arXiv:1308.1868},
year = {2013}
}
Comments
28 pages; revised version