The maximum of branching Brownian motion in \(\mathbb{R}^d\) (Q6104003)
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scientific article; zbMATH DE number 7692296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum of branching Brownian motion in \(\mathbb{R}^d\) |
scientific article; zbMATH DE number 7692296 |
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The maximum of branching Brownian motion in \(\mathbb{R}^d\) (English)
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5 June 2023
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The paper considers the branching Brownian motion with binary branching and branching rate 1. A particle starts from the origin of \(\mathbb{R}^d\) and performs a standard Brownian motion. After an exponentially distributed time (independent of the motion of the particle), it gives birth to two particles, and dies. The process now repeats itself: all particles alive at time \(t\) perform independent Brownian motion, with their own (independent) exponential clocks determining their branching. The authors show that in branching Brownian motion in \(\mathbb{R}^d\), \(d \geqslant 2\), the law of the maximum distance of a particle from the origin at time \(t\), converges as \(t \to \infty \) to the law of a randomly shifted Gumbel random variable.
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Bessel process
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branching Brownian motion
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extremal process
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log-correlated field
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