中文
相关论文

相关论文: The fixed points of Branching Brownian Motion

200 篇论文

We give a complete characterisation of the domain of attraction of fixed points of branching Brownian motion (BBM) with critical drift. Prior to this classification, we introduce a suitable metric space of locally finite point measures on…

概率论 · 数学 2023-01-31 Xinxin Chen , Christophe Garban , Atul Shekhar

We consider branching Brownian motion on the real line with absorption at zero, in which particles move according to independent Brownian motions with the critical drift of $-\sqrt{2}$. Kesten (1978) showed that almost surely this process…

概率论 · 数学 2012-12-19 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

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

Let $Z_t^{(0,\infty)}$ be the point process formed by the positions of all particles alive at time $t$ in a branching Brownian motion with drift and killed upon reaching 0. We study the asymptotic expansions of $Z_t^{(0,\infty)}(A)$ for $A=…

概率论 · 数学 2023-07-21 Haojie Hou , Yan-Xia Ren , Renming Song

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

偏微分方程分析 · 数学 2014-10-08 Christopher Henderson

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

We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the…

概率论 · 数学 2013-01-22 Pascal Maillard

We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…

概率论 · 数学 2013-10-01 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

Consider a system of particles performing branching Brownian motion with negative drift $\mu = \sqrt{2 - \epsilon}$ and killed upon hitting zero. Initially there is one particle at $x>0$. Kesten showed that the process survives with…

概率论 · 数学 2015-05-19 Julien Berestycki , Nathanaël Berestycki , Jason Schweinsberg

We consider a branching Brownian motion in $\mathbb{R}^2$ in which particles independently diffuse as standard Brownian motions and branch at an inhomogeneous rate $b(\theta)$ which depends only on the angle $\theta$ of the particle. We…

概率论 · 数学 2026-05-12 Julien Berestycki , David Geldbach , Michel Pain

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

In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is $\alpha$-stable or has a finite discrete range. More precisely, when the motion is…

概率论 · 数学 2022-06-17 Valentin Rapenne

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 the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at…

概率论 · 数学 2009-09-29 G. Molchan , A. Khokhlov

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

概率论 · 数学 2007-05-23 Boris Tsirelson

We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…

概率论 · 数学 2024-05-10 Adam Bobrowski , Elżbieta Ratajczyk

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

Let $(Z_t)_{t\geq 0}$ denote the derivative martingale of branching Brownian motion, i.e.\@ the derivative with respect to the inverse temperature of the normalized partition function at critical temperature. A well-known result by Lalley…

概率论 · 数学 2018-06-20 Pascal Maillard , Michel Pain

Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion. As an application of a recent result of ours on exponential functionals of Brownian motion, we show in this paper that, for every fixed $t>0$, the process given by…

概率论 · 数学 2025-05-22 Yuu Hariya

We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and…

概率论 · 数学 2019-03-19 Sergey Bocharov
‹ 上一页 1 2 3 10 下一页 ›