Limit theorem for derivative martingale at criticality w.r.t. branching Brownian motion

DOI10.1016/j.spl.2010.11.007zbMath1371.60150OpenAlexW2089140645MaRDI QIDQ624994

Ting Yang, Yan-Xia Ren

Publication date: 11 February 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.11.007

zbMATH Keywords

traveling wave solutionbranching Brownian motionderivative martingaleKolmogorov-Petrovskii-Piskunov equationspine construction

Mathematics Subject Classification ID

Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (10)

An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier ⋮ The extremal process of super-Brownian motion: a probabilistic approach via skeletons ⋮ Invariance principle for the maximal position process of branching Brownian motion in random environment ⋮ Branching Brownian motion in a periodic environment and existence of pulsating traveling waves ⋮ The number of absorbed individuals in branching Brownian motion with a barrier ⋮ Multiobjective lightning flash algorithm design and its convergence analysis via martingale theory ⋮ 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale ⋮ Probability tilting of compensated fragmentations ⋮ Derivative martingale of the branching Brownian motion in dimension \(d\ge 1\) ⋮ A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

Cites Work

• Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis.
• Introductory lectures on fluctuations of Lévy processes with applications.
• Unnamed Item

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