Limit theorems for the frontier of a one-dimensional branching diffusion (Q1201174)
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English | Limit theorems for the frontier of a one-dimensional branching diffusion |
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Limit theorems for the frontier of a one-dimensional branching diffusion (English)
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17 January 1993
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Let \(R(t)\) be the position of the rightmost particle at time \(t\) in a time homogeneous and space nonhomogeneous one-dimensional branching diffusion process. Let \(\gamma(\alpha,t)\) be the \(\alpha\)-th quantile of \(R(t)\) of the process starting with a single particle at position 0. The authors show that \(\gamma(\alpha,t)\) is also a limiting \(\beta\)-th quantile of \(R(t-s)\) as \(t\to\infty\) of the process starting with a single particle at arbitrary position \(x\), where \(\beta=g(\alpha,S,X)\). In the last case the authors show that, after appropriate rescaling of space, the distribution of \(R(t)-t\) converges weakly to a nontrivial limiting distribution \(w_ x\) if the underlying diffusion is recurrent.
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travelling wave
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extreme value distribution
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branching diffusion process
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rescaling of space
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