Critical branching Brownian motion with absorption: survival probability

被引:0
作者
Julien Berestycki
Nathanaël Berestycki
Jason Schweinsberg
机构
[1] Université Pierre et Marie Curie,DPMMS
[2] University of Cambridge,Department of Mathematics
[3] University of California at San Diego,undefined
来源
Probability Theory and Related Fields | 2014年 / 160卷
关键词
Branching Brownian motion; Extinction time; Survival probability; Critical phenomena; Primary 60J65; Secondary 60J80; 60J25;
D O I
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中图分类号
学科分类号
摘要
We consider branching Brownian motion on the real line with absorption at zero, in which particles move according to independent Brownian motions with the critical drift of -2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$-\sqrt{2}$$\end{document}. Kesten (Stoch Process 7:9–47, 1978) showed that almost surely this process eventually dies out. Here we obtain upper and lower bounds on the probability that the process survives until some large time t\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t$$\end{document}. These bounds improve upon results of Kesten (Stoch Process 7:9–47, 1978), and partially confirm nonrigorous predictions of Derrida and Simon (EPL 78:60006, 2007).
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页码:489 / 520
页数:31
相关论文
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