Variable speed branching Brownian motion 1. Extremal processes in the weak correlation regime
Probability
2015-04-15 v3
Abstract
We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak regularity condition. These limiting objects are universal in the sense that they only depend on the slope of the speed function at and the final time . The proof is based on previous results for two-speed BBM obtained in a recent paper of ours and uses Gaussian comparison arguments to extend these to the general case.
Cite
@article{arxiv.1403.6332,
title = {Variable speed branching Brownian motion 1. Extremal processes in the weak correlation regime},
author = {Anton Bovier and Lisa Hartung},
journal= {arXiv preprint arXiv:1403.6332},
year = {2015}
}
Comments
29 pages, 3 figures, revised version