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The logarithmic correction for the order of the maximum for two-speed branching Brownian motion changes discontinuously when approaching slopes $\sigma_1^2=\sigma_2^2=1$ which corresponds to standard branching Brownian motion. In this…

概率论 · 数学 2019-05-21 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

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

It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift…

概率论 · 数学 2017-12-13 Constantin Glenz , Nicola Kistler , Marius A. Schmidt

We consider the maximal displacement of one dimensional branching Brownian motion with (macroscopically) time varying profiles. For monotone decreasing variances, we show that the correction from linear displacement is not logarithmic but…

概率论 · 数学 2015-06-05 Ming Fang , Ofer Zeitouni

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

We show that in branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$, the law of $R_t^*$, the maximum distance of a particle from the origin at time $t$, converges as $t\to\infty$ to the law of a randomly shifted Gumbel random…

概率论 · 数学 2022-08-25 Yujin H. Kim , Eyal Lubetzky , Ofer Zeitouni

We consider a model of Branching Brownian Motion with time-inhomogeneous variance of the form \sigma(t/T), where \sigma is a strictly decreasing function. Fang and Zeitouni (2012) showed that the maximal particle's position M_T is such that…

概率论 · 数学 2018-06-20 Pascal Maillard , Ofer Zeitouni

We study the height of the maximal particle at time $t$ of a one dimensional branching Brownian motion with a space-dependent branching rate. The branching rate is set to zero in finitely many intervals (obstacles) of order $t$. We obtain…

概率论 · 数学 2022-07-08 Lisa Hartung , Michèle Lehnen

The logarithmic correction for the order of the maximum of a two-type reducible branching Brownian motion on the real line exhibits a double jump when the parameters (the ratio of the diffusion coefficients of the two types of particles,…

概率论 · 数学 2024-09-05 Heng Ma , Yan-Xia Ren

We study the maximum of Branching Brownian motion (BBM) with branching rates that vary in space, via a periodic function of a particle's location. This corresponds to a variant of the F-KPP equation in a periodic medium, extensively studied…

概率论 · 数学 2020-05-22 Eyal Lubetzky , Chris Thornett , Ofer Zeitouni

We consider a standard binary branching Brownian motion on the real line. It is known that the maximal position $M_t$ among all particles alive at time $t$, shifted by $m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t$ converges in law to a…

概率论 · 数学 2020-07-02 Xinxin Chen , Hui He , Bastien Mallein

The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…

统计力学 · 物理学 2019-09-04 Brandon Annesi , Enzo Marinari , Gleb Oshanin

Conditioning a branching Brownian motion to have an atypically low maximum leads to a suppression of the branching mechanism. In this note, we consider a branching Brownian motion conditioned to have a maximum below $\sqrt{2}\alpha t$…

概率论 · 数学 2022-04-05 Yanjia Bai , Lisa Hartung

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 consider a Brownian motion (BM) $x(\tau)$ and its maximal value $x_{\max} = \max_{0 \leq \tau \leq t} x(\tau)$ on a fixed time interval $[0,t]$. We study functionals of the maximum of the BM, of the form ${\cal O}_{\max}(t)=\int_0^t\,…

统计力学 · 物理学 2016-01-08 Anthony Perret , Alain Comtet , Satya N. Majumdar , Gregory Schehr

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

Consider a branching Brownian motion (BBM). It is well known \cite{Bramson1983ConvergenceOS, Lalley1987ACL} that the rightmost particle is located near \( m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t \). Let $\mathcal{N}(t,x)$ be the set…

概率论 · 数学 2026-03-24 Gabriel Flath

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

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
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