Research Article
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Year 2023, , 229 - 247, 15.02.2023
https://doi.org/10.15672/hujms.1016517

Abstract

References

  • [1] E. Aïdekon, Y. Hu and Z. Shi, Large deviations for level sets of branching Brownian motion and Gaussian free fields, Zapiski Nauchnyh Seminarov POMI 457, 12-36, 2017.
  • [2] J.D. Biggins, Uniform convergence in the branching random walk, Ann. Probab. 20, 137-151, 1992.
  • [3] M. Bramson, Maximal displacement of branching Brownian motion, Comm. Pure Appl. Math. 31 (5), 531-581, 1978.
  • [4] B. Chauvin and A. Rouault, KPP equation and supercritical branching brownian motion in the subcritical speed area. Application to spatial trees, Probab. Theory Relat. Fields 80, 299-314, 1988.
  • [5] X. Chen, H. He and B. Mallein, Branching Brownian motion conditioned on small maximum, arXiv: 2007.00405 [math.PR].
  • [6] B. Derrida and Z. Shi, Large deviations for the rightmost position in a branching Brownian motion, in: Modern Problems of Stochastic Analysis and Statistics, Springer Proceedings in Mathematics & Statistics 208, 303-312, Springer, Cham, 2017.
  • [7] J. Engländer, Large deviations for the growth rate of the support of supercritical super- Brownian motion, Stat. Probab. Lett. 66 (4), 449-456, 2004.
  • [8] J. Engländer and F. den Hollander, Survival asymptotics for branching Brownian motion in a Poissonian trap field, Markov Process. Relat. Fields 9, 363-389, 2003.
  • [9] A. Grigor’yan and M. Kelbert, Recurrence and transience of branching diffusion processes on Riemannian manifolds, Ann. Probab. 31, 244-284, 2003.
  • [10] S. Karlin and M. Taylor, A First Course in Stochastic Processes, Academic Press, New York, 1975.
  • [11] A.E. Kyprianou, Asymptotic radial speed of the support of supercritical branching Brownian motion and super-Brownian motion in Rd, Markov Process. Relat. Fields 11, 145-156, 2005.
  • [12] B. Mallein, Maximal displacement in the d-dimensional branching Brownian motion, Electron. Commun. Probab. 20, paper no. 76, 1-12, 2015.
  • [13] H.P. McKean, Application of Brownian motion to the equation of Kolmogorov- Petrovskii-Piskunov, Comm. Pure Appl. Math. 28, 323-331, 1975.
  • [14] M. Öz, Large deviations for local mass of branching Brownian motion, ALEA Lat. Am. J. Probab. Math. Stat. 17, 711-731, 2020.
  • [15] M. Öz, On the volume of the shrinking branching Brownian sausage, Electron. Commun. Probab. 25, paper no. 37, 1-12, 2020.
  • [16] M. Öz, M. Çağlar and J. Engländer, Conditional speed of branching Brownian motion, skeleton decomposition and application to random obstacles, Ann. Inst. H. Poincaré Probab. Statis. 53 (2), 842-864, 2017.
  • [17] S. Watanabe, Limit theorems for a class of branching processes, in: Markov Processes and Potential Theory, 205-232, Wiley, New York, 1967.

On the density of branching Brownian motion

Year 2023, , 229 - 247, 15.02.2023
https://doi.org/10.15672/hujms.1016517

Abstract

We consider a $d$-dimensional dyadic branching Brownian motion, and study the density of its support in the region where there is typically exponential growth of particles. Using geometric arguments and an extension of a previous result on the probability of absence of branching Brownian motion in linearly moving balls of fixed size, we obtain sharp asymptotic results on the covering radius of the support of branching Brownian motion, which is a measure of its density. As a corollary, we obtain large deviation estimates on the volume of the $r(t)$-enlargement of the support of branching Brownian motion when $r(t)$ decays exponentially in time $t$. As a by-product, we obtain the lower tail asymptotics for the mass of branching Brownian motion falling in linearly moving balls of exponentially shrinking radius, which is of independent interest.

References

  • [1] E. Aïdekon, Y. Hu and Z. Shi, Large deviations for level sets of branching Brownian motion and Gaussian free fields, Zapiski Nauchnyh Seminarov POMI 457, 12-36, 2017.
  • [2] J.D. Biggins, Uniform convergence in the branching random walk, Ann. Probab. 20, 137-151, 1992.
  • [3] M. Bramson, Maximal displacement of branching Brownian motion, Comm. Pure Appl. Math. 31 (5), 531-581, 1978.
  • [4] B. Chauvin and A. Rouault, KPP equation and supercritical branching brownian motion in the subcritical speed area. Application to spatial trees, Probab. Theory Relat. Fields 80, 299-314, 1988.
  • [5] X. Chen, H. He and B. Mallein, Branching Brownian motion conditioned on small maximum, arXiv: 2007.00405 [math.PR].
  • [6] B. Derrida and Z. Shi, Large deviations for the rightmost position in a branching Brownian motion, in: Modern Problems of Stochastic Analysis and Statistics, Springer Proceedings in Mathematics & Statistics 208, 303-312, Springer, Cham, 2017.
  • [7] J. Engländer, Large deviations for the growth rate of the support of supercritical super- Brownian motion, Stat. Probab. Lett. 66 (4), 449-456, 2004.
  • [8] J. Engländer and F. den Hollander, Survival asymptotics for branching Brownian motion in a Poissonian trap field, Markov Process. Relat. Fields 9, 363-389, 2003.
  • [9] A. Grigor’yan and M. Kelbert, Recurrence and transience of branching diffusion processes on Riemannian manifolds, Ann. Probab. 31, 244-284, 2003.
  • [10] S. Karlin and M. Taylor, A First Course in Stochastic Processes, Academic Press, New York, 1975.
  • [11] A.E. Kyprianou, Asymptotic radial speed of the support of supercritical branching Brownian motion and super-Brownian motion in Rd, Markov Process. Relat. Fields 11, 145-156, 2005.
  • [12] B. Mallein, Maximal displacement in the d-dimensional branching Brownian motion, Electron. Commun. Probab. 20, paper no. 76, 1-12, 2015.
  • [13] H.P. McKean, Application of Brownian motion to the equation of Kolmogorov- Petrovskii-Piskunov, Comm. Pure Appl. Math. 28, 323-331, 1975.
  • [14] M. Öz, Large deviations for local mass of branching Brownian motion, ALEA Lat. Am. J. Probab. Math. Stat. 17, 711-731, 2020.
  • [15] M. Öz, On the volume of the shrinking branching Brownian sausage, Electron. Commun. Probab. 25, paper no. 37, 1-12, 2020.
  • [16] M. Öz, M. Çağlar and J. Engländer, Conditional speed of branching Brownian motion, skeleton decomposition and application to random obstacles, Ann. Inst. H. Poincaré Probab. Statis. 53 (2), 842-864, 2017.
  • [17] S. Watanabe, Limit theorems for a class of branching processes, in: Markov Processes and Potential Theory, 205-232, Wiley, New York, 1967.
There are 17 citations in total.

Details

Primary Language English
Subjects Statistics
Journal Section Statistics
Authors

Mehmet Oz 0000-0002-3263-3748

Publication Date February 15, 2023
Published in Issue Year 2023

Cite

APA Oz, M. (2023). On the density of branching Brownian motion. Hacettepe Journal of Mathematics and Statistics, 52(1), 229-247. https://doi.org/10.15672/hujms.1016517
AMA Oz M. On the density of branching Brownian motion. Hacettepe Journal of Mathematics and Statistics. February 2023;52(1):229-247. doi:10.15672/hujms.1016517
Chicago Oz, Mehmet. “On the Density of Branching Brownian Motion”. Hacettepe Journal of Mathematics and Statistics 52, no. 1 (February 2023): 229-47. https://doi.org/10.15672/hujms.1016517.
EndNote Oz M (February 1, 2023) On the density of branching Brownian motion. Hacettepe Journal of Mathematics and Statistics 52 1 229–247.
IEEE M. Oz, “On the density of branching Brownian motion”, Hacettepe Journal of Mathematics and Statistics, vol. 52, no. 1, pp. 229–247, 2023, doi: 10.15672/hujms.1016517.
ISNAD Oz, Mehmet. “On the Density of Branching Brownian Motion”. Hacettepe Journal of Mathematics and Statistics 52/1 (February 2023), 229-247. https://doi.org/10.15672/hujms.1016517.
JAMA Oz M. On the density of branching Brownian motion. Hacettepe Journal of Mathematics and Statistics. 2023;52:229–247.
MLA Oz, Mehmet. “On the Density of Branching Brownian Motion”. Hacettepe Journal of Mathematics and Statistics, vol. 52, no. 1, 2023, pp. 229-47, doi:10.15672/hujms.1016517.
Vancouver Oz M. On the density of branching Brownian motion. Hacettepe Journal of Mathematics and Statistics. 2023;52(1):229-47.