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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

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

It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…

概率论 · 数学 2014-06-20 Matthew I. Roberts

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

概率论 · 数学 2026-01-14 Louis Chataignier , Lianghui Luo

Fractional Brownian motion is a non-Markovian Gaussian process $X_t$, indexed by the Hurst exponent $H$. It generalises standard Brownian motion (corresponding to $H=1/2$). We study the probability distribution of the maximum $m$ of the…

统计力学 · 物理学 2015-11-25 Mathieu Delorme , Kay Joerg Wiese

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of…

概率论 · 数学 2025-04-08 Hui He

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

概率论 · 数学 2025-12-08 Krzysztof Dȩbicki , Pavel Ievlev , Nikolai Kriukov

We consider branching Brownian motion in which initially there is one particle at $x$, particles produce a random number of offspring with mean $m+1$ at the time of branching events, and each particle branches at rate $\beta = 1/2m$.…

概率论 · 数学 2023-10-03 Pascal Maillard , Jason Schweinsberg

We have shown recently how to calculate the large deviation function of the position $X_{\max}(t) $ of the right most particle of a branching Brownian motion at time $t$. This large deviation function exhibits a phase transition at a…

数学物理 · 物理学 2017-09-13 Bernard Derrida , Zhan Shi

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 derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…

统计力学 · 物理学 2008-10-31 Satya. N. Majumdar , Julien Randon-Furling , Michael J. Kearney , Marc Yor

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 the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…

概率论 · 数学 2025-02-04 Lianghui Luo

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 branching Brownian motion in which binary fission takes place only when particles are at the origin at a rate \beta > 0 on the local time scale. We obtain results regarding the asymptotic behaviour of the number of particles…

概率论 · 数学 2013-02-19 Sergey Bocharov , Simon C. Harris

We consider a branching Brownian motion evolving in $\mathbb{R}^d$. We prove that the asymptotic behaviour of the maximal displacement is given by a first ballistic order, plus a logarithmic correction that increases with the dimension $d$.…

概率论 · 数学 2015-10-27 Bastien Mallein

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 study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…

概率论 · 数学 2010-02-03 Svante Janson , Guy Louchard , Anders Martin-Löf

The joint distribution of maximum increase and decrease for Brownian motion up to an independent exponential time is computed. This is achieved by decomposing the Brownian path at the hitting times of the infimum and the supremum before the…

概率论 · 数学 2007-05-23 Paavo Salminen , Pierre Vallois

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

概率论 · 数学 2024-06-10 Julien Berestycki , Jiaqi Liu , Bastien Mallein , Jason Schweinsberg
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