中文
相关论文

相关论文: The extremal process of super-Brownian motion

200 篇论文

We extend the results of Arguin et al and A\"\i{}d\'ekon et al on the convergence of the extremal process of branching Brownian motion by adding an extra dimension that encodes the "location" of the particle in the underlying Galton-Watson…

概率论 · 数学 2016-09-22 Anton Bovier , Lisa Hartung

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

概率论 · 数学 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…

概率论 · 数学 2011-03-14 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

Recently Ren et al. [Stoch. Proc. Appl., 137 (2021)] have proved that the extremal process of the super-Brownian motion converges in distribution in the limit of large times. Their techniques rely heavily on the study of the convergence of…

概率论 · 数学 2022-09-01 Yan-Xia Ren , Ting Yang , Rui Zhang

It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…

概率论 · 数学 2012-10-01 E. Aïdékon , J. Berestycki , É. Brunet , Z. Shi

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

概率论 · 数学 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein

In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions with drift and are killed upon reaching the origin. We prove that the extremal process of this branching Brownian motion with…

概率论 · 数学 2023-10-10 Fan Yang , Yaping Zhu

We consider a branching Brownian motion in $\mathbb{R}^d$ with $d \geq 1$ in which the position $X_t^{(u)}\in \mathbb{R}^d$ of a particle $u$ at time $t$ can be encoded by its direction $\theta^{(u)}_t \in \mathbb{S}^{d-1}$ and its distance…

We consider a two-speed branching random walk, which consists of two macroscopic stages with different reproduction laws. We prove that the centered maximum converges in law to a Gumbel variable with a random shift and the extremal process…

概率论 · 数学 2025-03-11 Lianghui Luo

We study the asymptotic behavior of the supremum $M_t$ of the support of a supercritical super-Brownian motion. In our recent paper (Stoch. Proc. Appl. 137 (2021), 1-34), we showed that, under some conditions, $M_t-m(t)$ converges in…

概率论 · 数学 2022-12-09 Yan-Xia Ren , Renming Song , Rui Zhang

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

统计理论 · 数学 2017-04-11 Sven Buhl , Claudia Klüppelberg

In a previous paper, the authors proved a conjecture of Lalley and Sellke that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a Gumbel distribution. The result is…

概率论 · 数学 2012-09-27 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

Let $B_{H}(t), t\geq [0,T], T\in(0,\infty)$ be the standard Multifractional Brownian Motion(mBm), in this contribution we are concerned with the exact asymptotics of \begin{eqnarray*} \mathbb{P}\left\{\sup_{t\in[0,T]}B_{H}(t)>u\right\}…

概率论 · 数学 2019-04-02 Long Bai

We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

概率论 · 数学 2025-06-24 Yujin H. Kim , Ofer Zeitouni

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…

概率论 · 数学 2013-12-19 Anton Bovier , Lisa Hartung

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…

概率论 · 数学 2015-04-15 Anton Bovier , Lisa Hartung

It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…

概率论 · 数学 2025-11-11 Louis Chataignier

We consider the behavior of extremal particles in $K$-symmetric exclusion on $\mathbb{Z}$ when the process starts from certain infinite-particle step configurations where there are no particles to the right of a maximal one. In such a…

概率论 · 数学 2025-06-17 Michael Conroy , Adrián González Casanova , Sunder Sethuraman

For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…

概率论 · 数学 2011-10-07 Clément Dombry , Frédéric Eyi-Minko

We study the limiting extremal and cluster point processes of branching Brownian motion. The former records the heights of all extreme values of the process, while the latter records the relative heights of extreme values in a genealogical…

概率论 · 数学 2024-05-29 Lisa Hartung , Oren Louidor , Tianqi Wu
‹ 上一页 1 2 3 10 下一页 ›