English

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 σ1\sigma_1 for sbts\leq bt and σ2\sigma_2 when btstbt\leq s\leq t. In the case σ1>σ2\sigma_1>\sigma_2, the process is the concatenation of two BBM extremal processes, as expected. In the case σ1<σ2\sigma_1<\sigma_2, 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