A conditional limit theorem for the frontier of a branching Brownian motion (Q1091045): Difference between revisions
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Latest revision as of 22:03, 19 March 2024
scientific article
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English | A conditional limit theorem for the frontier of a branching Brownian motion |
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A conditional limit theorem for the frontier of a branching Brownian motion (English)
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1987
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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.
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weak limit theorem
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large time behavior
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mixture of extreme-value distributions
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branching Brownian motion
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