Freezing and decorated Poisson point processes

DOI10.1007/S00220-015-2303-2zbMATH Open1316.60071arXiv1404.7346OpenAlexW2069334746WikidataQ128213490 ScholiaQ128213490MaRDI QIDQ2018332FDOQ2018332

Authors: Eliran Subag, Ofer Zeitouni 

Publication date: 14 April 2015

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: The limiting extremal processes of the branching Brownian motion (BBM), the two-speed BBM, and the branching random walk are known to be randomly shifted decorated Poisson point processes (SDPPP). In the proofs of those results, the Laplace functional of the limiting extremal process is shown to satisfy $L[het{a}_{y}f]=g(y-a{u}_f)$ for any nonzero, nonnegative, compactly supported, continuous function $f$, where $het{a}_y$ is the shift operator, $a{u}_f$ is a real number that depends on $f$, and $g$ is a real function that is independent of $f$. We show that, under some assumptions, this property characterizes the structure of SDPPP. Moreover, when it holds, we show that $g$ has to be a convolution of the Gumbel distribution with some measure. The above property of the Laplace functional is closely related to a `freezing phenomenon' that is expected by physicists to occur in a wide class of log-correlated fields, and which has played an important role in the analysis of various models. Our results shed light on this intriguing phenomenon and provide a natural tool for proving an SDPPP structure in these and other models.

Full work available at URL: https://arxiv.org/abs/1404.7346

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zbMATH Keywords

branching Brownian motionbranching random walkPoisson point processesextremal processesLaplace functional

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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