Slow points in the support of historical Brownian motion (Q1897173)
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English | Slow points in the support of historical Brownian motion |
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Slow points in the support of historical Brownian motion (English)
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18 July 1996
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Consider a binary branching Brownian motion on the time interval \([0,1]\) where the life time of a particle born at time \(\tau\) is (conditionally) uniform on \([\tau,1]\) [cf. reviewer and \textit{R. Siegmund-Schultze}, Serdica 4, 111-134 (1978; Zbl 0438.60072)]. The existence of slow paths is shown, that is, paths that at time 1 have unusually small oscillations from the left. Roughly speaking, the path with the slowest oscillation at time \(t = 1\) has \(\sqrt {1 - t}\) as an upper function (opposed to the local LIL of Brownian motion at a fixed time). Consequently, the support of historical super-Brownian motion at time 1 has such slow paths. The source of this effect is the fact, that uncountably many Brownian paths are involved. This behavior is related to the well-known existence of slow oscillations of Brownian motion at exceptional (random) times.
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binary branching Brownian motion
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existence of slow paths
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historical super-Brownian motion
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