{"title":"Rd中分支布朗运动的极大值","authors":"Yujin H. Kim, E. Lubetzky, O. Zeitouni","doi":"10.1214/22-aap1848","DOIUrl":null,"url":null,"abstract":"(When the dimension d is clear from the context, we omit it from the notation, writing e.g. mt for mt(d), etc.) When d = 1, Bramson [5] proved the convergence in distribution of maxv∈NtX (v) t − mt(1), and the limit was identified by Lalley and Selke [10] to be the limit of a certain derivative martingale. It is not hard to deduce from their results and methods (see, e.g., [15, Thm. 1.1]) that, when d= 1,","PeriodicalId":50979,"journal":{"name":"Annals of Applied Probability","volume":" ","pages":""},"PeriodicalIF":1.4000,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"The maximum of branching Brownian motion in Rd\",\"authors\":\"Yujin H. Kim, E. Lubetzky, O. Zeitouni\",\"doi\":\"10.1214/22-aap1848\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"(When the dimension d is clear from the context, we omit it from the notation, writing e.g. mt for mt(d), etc.) When d = 1, Bramson [5] proved the convergence in distribution of maxv∈NtX (v) t − mt(1), and the limit was identified by Lalley and Selke [10] to be the limit of a certain derivative martingale. It is not hard to deduce from their results and methods (see, e.g., [15, Thm. 1.1]) that, when d= 1,\",\"PeriodicalId\":50979,\"journal\":{\"name\":\"Annals of Applied Probability\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2023-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of Applied Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/22-aap1848\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-aap1848","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
(When the dimension d is clear from the context, we omit it from the notation, writing e.g. mt for mt(d), etc.) When d = 1, Bramson [5] proved the convergence in distribution of maxv∈NtX (v) t − mt(1), and the limit was identified by Lalley and Selke [10] to be the limit of a certain derivative martingale. It is not hard to deduce from their results and methods (see, e.g., [15, Thm. 1.1]) that, when d= 1,
期刊介绍:
The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.