We consider a slightly subcritical branching Brownian motion with absorption, where particles move as Brownian motions with drift $-\sqrt{2+2\varepsilon}$, undergo dyadic fission at rate $1$, and are killed when they reach the origin. We obtain a Yaglom type asymptotic result, showing that the long run expected number of particles conditioned on survival grows exponentially as $1/\sqrt{\varepsilon}$ as the process approaches criticality.
This paper deals with the rate of convergence in 1-Wasserstein distance of the marginal law of a Brownian motion with drift conditioned not to have reached 0 towards the Yaglom limit of the process. In particular it is shown that, for a wide class of initial measures including Dirac measures and probability measures with compact support, the Wasserstein distance decays asymptotically as 1/t. Likewise, this speed of convergence is recovered for the convergence of marginal laws conditioned not to be absorbed up to a horizon time towards the Bessel-$3$ process, when the horizon time tends to infi…
Suppose that $X$ is a subcritical superprocess. Under some asymptotic conditions on the mean semigroup of $X$, we prove the Yaglom limit of $X$ exists and identify all quasi-stationary distributions of $X$.
We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards the origin so that the process eventually goes extinct with probability one. We establish precise asymptotics for the probability that the process survives for a large time t, building on previous results by Kesten (1978) and Berestycki, Berestycki, and Schweinsberg (2014). We also prove a Yaglom-type limit theorem for the behavior of the process conditioned…
A subcritical branching process in random environment (BPRE) is considered whose associated random walk does not satisfy the Cramer condition. The asymptotics for the survival probability of the process is investigated, and a Yaglom type conditional limit theorem is proved for the number of particles up to moment $n$ given survival to this moment. Contrary to other types of subcritical BPRE, the limiting distribution is not discrete. We also show that the process survives for a long time owing to a single big jump of the associate random walk accompanied by a population explosion at the beginn…
The asymptotic behavior of a subcritical Branching Process in Random Environment (BPRE) starting with several particles depends on whether the BPRE is strongly subcritical (SS), intermediate subcritical (IS) or weakly subcritical (WS). %Descendances of particles for BPRE are not independent. In the (SS+IS) case, the asymptotic probability of survival is proportional to the initial number of particles, and conditionally on the survival of the population, only one initial particle survives $a.s.$ These two properties do not hold in the (WS) case and different asymptotics are established, which r…
For the d-dimensional model of a subcritical bond percolation (p<p_c) and a point \vec{a} in Z^d, we prove that a cluster conditioned on connecting points (0,...,0) and n\vec{a} if scaled by 1/(n|vec{a}|) along \vec{a} and by 1/sqrt{n} in the orthogonal direction converges asymptotically to Time x (d-1)-dimensional Brownian Bridge.
We consider the classical Yaglom limit theorem for a branching Markov process $X = (X_t, t \ge 0)$, with non-local branching mechanism in the setting that the mean semigroup is critical, i.e. its leading eigenvalue is zero. In particular, we show that there exists a constant $c(f)$ such that \[ {\rm Law}\left(\frac{\langle f, X_t\rangle}{t} \bigg| \langle 1, X_t\rangle > 0 \right) \to {\mathbf e}_{c(f)}, \qquad t \to \infty, \] where ${\mathbf e}_{c(f)}$ is an exponential random variable with rate $c(f)$ and the convergence is in distribution. As part of the proof, we also show that the probab…
Let $Z_{n}$ be the number of individuals in a subcritical BPRE evolving in the environment generated by iid probability distributions. Let $X$ be the logarithm of the expected offspring size per individual given the environment. Assuming that the density of $X$ has the form $$p_{X}(x)=x^{-β-1}l_{0}(x)e^{-ρx}$$ for some $β>2,$ a slowly varying function $l_{0}(x)$ and $ρ\in \left( 0,1\right),$ we find the asymptotic survival probability and prove a Yaglom type conditional limit theorem for the process. The survival probability decreases exponentially with an additional polynomial term related to…
We study the density of the support of a dyadic $d$-dimensional branching Brownian motion (BBM) in subcritical balls in $\mathbb{R}^d$. Using elementary geometric arguments and an extension of a previous result on the probability of absence of the support of BBM in linearly moving balls of fixed size, we obtain sharp asymptotic results on the degree of density of the support of BBM in subcritical balls. As corollaries, we obtain almost sure results about the large-time behavior of $r(t)$-enlargement of the support of BBM when the shrinking radius $r(t)$ is decaying sufficiently slowly. As a by…
In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be described by the mating of two continuum random trees. In this paper, we consider the counterpart of their result for critical LQG and SLE, i.e., for the case when $γ^2=κ=16/κ=4$. We prove that as one sends $κ\downarrow 4$ in the subcritical setting, the space-filling SLE$_κ$ in a disk degenerates to the CLE$_4$ exploration introduced by Werner and Wu, along with a collection of i.i.d.\ coin tosses indexed by the branch points o…
We study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating travelling wave solutions of the corresponding F-KPP equation in the supercritical and critical cases by representing the solutions probabilistically in terms of the limits of the additive and derivative martingales. We also prove that there is no pulsating travelling wave solution in the subcritical case. Our main tools are the spine decomposition and martingale change of measures.
We show the existence of the scaling exponent $χ\in (0,4[(1+γ^2/4)- \sqrt{1+γ^4/16}]/γ^2]$ of the graph distance associated with subcritical two-dimensional Liouville quantum gravity of paramater $γ<2$ on $\mathbb V =[0,1]^2 $. We also show that the Liouville heat kernel satisfies, for any fixed $u,v\in \mathbb V^o$, the short time estimates $$ \lim_{ t \to 0} \frac{\log |\log {\mathsf p}_t^γ(u,v)| }{|\log t|}=\fracχ{2-χ}, \ \mbox{\rm a.s.} $$
We construct the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion by exponentiating the square root of the local times of small circles. We also consider a flat measure supported on points whose local time is within a constant of the desired thickness level and show a simple relation between the two objects. Our results extend those of Bass, Burdzy and Khoshnevisan and in particular cover the entire $L^1$-phase or subcritical regime. These results allow us to obtain a nondegenerate limit for the appropriately rescaled size of thick points, thereb…
We consider super processes whose spatial motion is the $d$-dimensional Brownian motion and whose branching mechanism $ψ$ is critical or subcritical; such processes are called $ψ$-super Brownian motions. If $d\!>\!2\bgamma/(\bgamma\!-\!1)$, where $\bgamma\!\in\!(1,2]$ is the lower index of $ψ$ at $\infty$, then the total range of the $ψ$-super Brownian motion has an exact packing measure whose gauge function is $g(r)\! =\! (\log\log1/r) / φ^{-1} ( (1/r\log\log 1/r)^{2})$, where $φ\! =\! ψ^\prime\! \circ \! ψ^{\!-1}$. More precisely, we show that the occupation measure of the $ψ$-super Brownian…
We study the local mass of a dyadic branching Brownian motion $Z$ evolving in $\mathbb{R}^d$. By 'local mass,' we refer to the number of particles of $Z$ that fall inside a ball with fixed radius and time-dependent center, lying in the 'subcritical' zone. Using the strong law of large numbers for the local mass of branching Brownian motion and elementary geometric arguments, we find large deviation results giving the asymptotic behavior of the probability that the local mass is atypically small on an exponential scale. As corollaries, we obtain an asymptotic result for the probability of absen…
We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to intersect. There is a critical value of $T$ which separates the subcritical case, in which it is vanishingly unlikely that the particles wrap around the circle, and the supercritical case, in which particles may wrap around the circle. In this paper, we show that in the subcritical and critical cases the probability that the total winding number is zero is almos…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time where at each time step, every particle in the system either diffuses (with diffusion constant $D$), dies (with rate $d$) or splits into two independent particles (with rate $b$). We derive exact results for the probability distribution function of $g_k(t) = x_k(t) - x_{k+1}(t)$, the distance between successive particles, conditioned on the event that there a…
We study the one dimensional branching Brownian motion starting at the origin and investigate the correlation between the rightmost ($X_{\max}\geq 0$) and leftmost ($X_{\min} \leq 0$) visited sites up to time $t$. At each time step the existing particles in the system either diffuse (with diffusion constant $D$), die (with rate $a$) or split into two particles (with rate $b$). We focus on the regime $b \leq a$ where these two extreme values $X_{\max}$ and $X_{\min}$ are strongly correlated. We show that at large time $t$, the joint probability distribution function (PDF) of the two extreme poi…
