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北美退伍军人节(Veterans Day),12 日无更新
arXiv 2007.00405math.PR
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以小极大值为条件的分支布朗运动

Branching Brownian motion conditioned on small maximum

Xinxin Chen, Hui He, Bastien Mallein

摘要:

我们考虑实直线上的标准二元分支布朗运动。已知在时间$t$处存活的所有粒子中的最大位置$M_t$移位$m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t$,其规律收敛于随机移位的Gumbel变量。Derrida和Shi(2017)证明了$α< 1$的相应下偏差概率$\mathbb{P}(M_t \leq \sqrt{2}αt)$的精确渐近行为。我们验证了他们的猜想,并描述了分支布朗运动的法律条件下有一个小的最大值。

英文摘要:

We consider a standard binary branching Brownian motion on the real line. It is known that the maximal position $M_t$ among all particles alive at time $t$, shifted by $m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t$ converges in law to a randomly shifted Gumbel variable. Derrida and Shi (2017) conjectured the precise asymptotic behaviour of the corresponding lower deviation probability $\mathbb{P}(M_t \leq \sqrt{2}αt)$ for $α< 1$. We verify their conjecture, and describe the law of the branching Brownian motion conditioned on having a small maximum.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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