带吸收的分支布朗运动的yaglom型极限定理

Pascal Maillard, Jason Schweinsberg
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引用次数: 12

摘要

我们考虑粒子在原点被吸收的一维分支布朗运动。我们假设当一个粒子发生分支时,其子代分布是超临界的,但是粒子被赋予一个向原点的临界漂移,因此这个过程最终以1的概率灭绝。在Kesten(1978)和Berestycki、Berestycki和Schweinsberg(2014)之前的结果的基础上,我们建立了过程存活很长时间t的概率的精确渐近性。我们还证明了过程行为的yaglom型极限定理,该过程的行为被限制在异常长的时间内,为Kesten(1978)首次提出的问题提供了一个基本完整的答案。证明这些结果的一个重要工具是某个可观测到的连续状态分支过程的收敛性。我们的证明包含了可能在其他分支模型中使用的新思想。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Yaglom-type limit theorems for branching Brownian motion with absorption
We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards the origin so that the process eventually goes extinct with probability one. We establish precise asymptotics for the probability that the process survives for a large time t, building on previous results by Kesten (1978) and Berestycki, Berestycki, and Schweinsberg (2014). We also prove a Yaglom-type limit theorem for the behavior of the process conditioned to survive for an unusually long time, providing an essentially complete answer to a question first addressed by Kesten (1978). An important tool in the proofs of these results is the convergence of a certain observable to a continuous state branching process. Our proofs incorporate new ideas which might be of use in other branching models.
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