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A conditional limit theorem for the frontier of a branching Brownian motion

, and . Ann. Probab., 15 (3): 1052--1061 (1987)

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

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