We prove a weak limit theorem which relates the large time behavior of the maximum of a branching Brownian motion to the limiting value of a certain associated martingale. This exhibits the minimal velocity travelling wave for the KPP-Fisher equation as a translation mixture of extreme-value distributions. We also show that every particle in a branching Brownian motion has a descendant at the frontier at some time. A final section states several conjectures concerning a hypothesized stationary "standing wave of particles" process and the relationship of this process to branching Brownian motion.
Primary Subjects: 60J60
Keywords: Branching Brownian motion; KPP-Fisher equation; travelling wave; extreme-value distribution
%0 Journal Article
%1 MR893913
%A Lalley, S. P.
%A Sellke, T.
%D 1987
%J Ann. Probab.
%K Fisher-KPP branching_Brownian_motion
%N 3
%P 1052--1061
%T A conditional limit theorem for the frontier of a branching Brownian motion
%U http://projecteuclid.org/euclid.aop/1176992080
%V 15
%X We prove a weak limit theorem which relates the large time behavior of the maximum of a branching Brownian motion to the limiting value of a certain associated martingale. This exhibits the minimal velocity travelling wave for the KPP-Fisher equation as a translation mixture of extreme-value distributions. We also show that every particle in a branching Brownian motion has a descendant at the frontier at some time. A final section states several conjectures concerning a hypothesized stationary "standing wave of particles" process and the relationship of this process to branching Brownian motion.
Primary Subjects: 60J60
Keywords: Branching Brownian motion; KPP-Fisher equation; travelling wave; extreme-value distribution
@article{MR893913,
abstract = {
We prove a weak limit theorem which relates the large time behavior of the maximum of a branching Brownian motion to the limiting value of a certain associated martingale. This exhibits the minimal velocity travelling wave for the KPP-Fisher equation as a translation mixture of extreme-value distributions. We also show that every particle in a branching Brownian motion has a descendant at the frontier at some time. A final section states several conjectures concerning a hypothesized stationary "standing wave of particles" process and the relationship of this process to branching Brownian motion.
Primary Subjects: 60J60
Keywords: Branching Brownian motion; KPP-Fisher equation; travelling wave; extreme-value distribution},
added-at = {2009-10-07T22:28:31.000+0200},
author = {Lalley, S. P. and Sellke, T.},
biburl = {https://www.bibsonomy.org/bibtex/2835f2378209f3824ee76729fb6ddc9f0/peter.ralph},
coden = {APBYAE},
fjournal = {The Annals of Probability},
interhash = {65702aeef6b8323fad6c24941a001596},
intrahash = {835f2378209f3824ee76729fb6ddc9f0},
issn = {0091-1798},
journal = {Ann. Probab.},
keywords = {Fisher-KPP branching_Brownian_motion},
mrclass = {60J65 (60J80)},
mrnumber = {MR893913 (88h:60161)},
mrreviewer = {Luis G. Gorostiza},
number = 3,
pages = {1052--1061},
timestamp = {2012-04-23T01:33:35.000+0200},
title = {A conditional limit theorem for the frontier of a branching {B}rownian motion},
url = {http://projecteuclid.org/euclid.aop/1176992080},
volume = 15,
year = 1987
}