Traveling waves in inhomogeneous branching Brownian motions. I (Q1111250)
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English | Traveling waves in inhomogeneous branching Brownian motions. I |
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Traveling waves in inhomogeneous branching Brownian motions. I (English)
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1988
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Consider an inhomogeneous branching Brownian motion on \({\mathbb{R}}\), defined in the following manner. At time \(t=0\) a single particle begins a standard Brownian motion \((X_ 1(t))\) at the origin, and produces an offspring at a random time T with distribution \[ P\{T>t| X_ 1(s);s\geq 0\}=\exp [-\int^{t}_{0}\beta (X_ 1(u))du], \] where \(\beta\) is a bounded, continuous, nonnegative function. Successive particles are independent of previous ones, and obey the same law of reproduction. Denote by R(t) the position of the rightmost particle at time t; then the authors show that provided \(\int^{\infty}_{-\infty}\beta (x)dx<\infty,\) there exist positive constants \(\lambda_ 0\) (the solution of an eigenvalue problem) and \(\gamma\), and a positive random variable Z (the limit of a positive martingale) such that for each x, \[ \lim_{t\to \infty}P\{R(t)<t\sqrt{\lambda_ 0/2}+x\}=E[\exp \{-Z\gamma e^{-x\sqrt{2\lambda_ 0}}\}]. \] The proof differs substantially from that for homogeneous branching Brownian motions (corresponding to \(\beta\) \(\equiv 1)\), which is not subsumed by the authors' result.
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traveling wave
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branching Brownian motion
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eigenvalue problem
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positive martingale
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