具有吸收和轻微次临界漂移的分支布朗运动的雅格洛姆极限

Julien Berestycki, Jiaqi Liu, Bastien Mallein, Jason Schweinsberg
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引用次数: 0

摘要

考虑有吸收的分支布朗运动,其中粒子作为漂移为 $-\rho$ 的一维布朗运动独立运动,每个粒子以 1 的速率分裂成两个粒子,当粒子到达原点时被杀死。Kesten(1978)证明,当且仅当 $\rho \geq \sqrt{2}$ 时,这一过程会以 1 的概率消亡。我们证明,在$\rho > \sqrt{2}$的次临界情况下,以存活到时间$t$为条件的过程规律随着$t \rightarrow \infty$收敛到水稳态分布,我们称之为Yaglom极限。我们给出了这种准稳态分布的构造。我们还研究了这种准稳态分布的$\rho \downarrow \sqrt{2}$ 的渐近行为。我们证明粒子数量的对数和最高粒子的位置都是 $\epsilon^{-1/3}$ 的,并且得到了粒子位置经验分布的极限结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Yaglom limit for branching Brownian motion with absorption and slightly subcritical drift
Consider branching Brownian motion with absorption in which particles move independently as one-dimensional Brownian motions with drift $-\rho$, each particle splits into two particles at rate one, and particles are killed when they reach the origin. Kesten (1978) showed that this process dies out with probability one if and only if $\rho \geq \sqrt{2}$. We show that in the subcritical case when $\rho > \sqrt{2}$, the law of the process conditioned on survival until time $t$ converges as $t \rightarrow \infty$ to a quasi-stationary distribution, which we call the Yaglom limit. We give a construction of this quasi-stationary distribution. We also study the asymptotic behavior as $\rho \downarrow \sqrt{2}$ of this quasi-stationary distribution. We show that the logarithm of the number of particles and the location of the highest particle are of order $\epsilon^{-1/3}$, and we obtain a limit result for the empirical distribution of the particle locations.
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