Survival of Near-Critical Branching Brownian Motion
Survival of Near-Critical Branching Brownian Motion
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DOI:
10.1007/s10955-011-0224-9
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发表时间:
2010-09
影响因子:
1.6
通讯作者:
J. Berestycki;N. Berestycki;Jason Schweinsberg
中科院分区:
文献类型:
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作者:
J. Berestycki;N. Berestycki;Jason Schweinsberg
Consider a system of particles performing branching Brownian motion with negative driftand killed upon hitting zero. Initially there is one particle atx>0. Kesten (Stoch. Process. Appl. 7:9–47, 1978) showed that the process survives with positive probability if and only ifε>0. Here we are interested in the asymptotics asε→0 of the survival probabilityQμ(x). It is proved that ifthen for allx∈ℝ, limε→0Qμ(L+x)=θ(x)∈(0,1) exists and is a traveling wave solution of the Fisher-KPP equation. Furthermore, we obtain sharp asymptotics of the survival probability whenx<LandL−x→∞. The proofs rely on probabilistic methods developed by the authors in (Berestycki et al. in arXiv: 1001.2337 , 2010). This completes earlier work by Harris, Harris and Kyprianou (Ann. Inst. Henri Poincaré Probab. Stat. 42:125–145, 2006) and confirms predictions made by Derrida and Simon (Europhys. Lett. 78:60006, 2007), which were obtained using nonrigorous PDE methods.