大位移分支布朗运动的简单反向构造及其应用

IF 1.5 Q2 PHYSICS, MATHEMATICAL
J. Berestycki, E. Brunet, A. Cortines, Bastien Mallein
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引用次数: 9

摘要

在本文中,我们研究了以异常极大值为条件的分支布朗运动的极值过程。极限点测度构成单参数族,是变速分支布朗运动和多类型分支布朗运动等分支过程极值过程中的装饰点测度。我们给出了这些点测度的一种新的替代表示,并证明它们形成了一个连续的族。这也为出现在具有大位移的大偏差概率中的常数提供了一个简单的概率表达式。作为应用,我们证明Bovier和Hartung(2015)关于变速分支布朗运动的结果也描述了分支Ornstein-Uhlenbeck过程的极值点过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A simple backward construction of branching Brownian motion with large displacement and applications
In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal processes of several branching processes, including branching Brownian motions with variable speed and multitype branching Brownian motions. We give a new, alternative representation of these point measures and we show that they form a continuous family. This also yields a simple probabilistic expression for the constant that appears in the large deviation probability of having a large displacement. As an application, we show that Bovier and Hartung (2015)'s results about variable speed branching Brownian motion also describe the extremal point process of branching Ornstein-Uhlenbeck processes.
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来源期刊
CiteScore
2.30
自引率
0.00%
发文量
16
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