In this article we establish the magnitude of fluctuations of the extreme particle in the model of binary branching Brownian motion with a single catalytic point at the origin.
We study the model of binary branching Brownian motion with spatially-inhomogeneous branching rate $βδ_0(\cdot)$, where $δ_0(\cdot)$ is the Dirac delta function and $β$ is some positive constant. We show that the distribution of the rightmost particle centred about $\fracβ{2}t$ converges to a mixture of Gumbel distributions according to a martingale limit. Our results form a natural extension to S. Lalley and T. Sellke [6] for the degenerate case of catalytic branching.
It has been proved by Lalley and Sellke [13] that every particle born in a branching Brownian motion has a descendant reaching the rightmost position at some future time. The main goal of the present paper is to estimate asymptotically as s goes to infinity, the first time that every particle alive at the time s has a descendant reaching the rightmost position.
We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain time-dependent regions and as a consequence the first-order asymptotic behaviour of the rightmost particle.
We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation function
We consider a branching Brownian motion in which binary fission takes place only when particles are at the origin at a rate β> 0 on the local time scale. We obtain results regarding the asymptotic behaviour of the number of particles above λt at time t, for λ> 0. As a corollary, we establish the almost sure asymptotic speed of the rightmost particle. We also prove a Strong Law of Large Numbers for this catalytic branching Brownian motion.
We prove that, after centering and diffusively rescaling space and time, the collection of rightmost infinite open paths in a supercritical oriented percolation configuration on the space-time lattice Z^2_{even}:={(x,i) in Z^2: x+i is even} converges in distribution to the Brownian web. This proves a conjecture of Wu and Zhang. Our key observation is that each rightmost infinite open path can be approximated by a percolation exploration cluster, and different exploration clusters evolve independently before they intersect.
We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and give an explicit characterisation of the spatial distribution of particles travelling at the critical speed.
We consider a branching random walk on $\mathbb{Z}$ started by $n$ particles at the origin, where each particle disperses according to a mean-zero random walk with bounded support and reproduces with mean number of offspring $1+θ/n$. For $t\geq 0$, we study $M_{nt}$, the rightmost position reached by the branching random walk up to generation $[nt]$. Under certain moment assumptions on the branching law, we prove that $M_{nt}/\sqrt{n}$ converges weakly to the rightmost support point of the local time of the limiting super-Brownian motion. The convergence result establishes a sharp exponential …
In a recent work, we proved that under diffusive scaling, the collection of rightmost infinite open paths in a supercritical oriented percolation configuration on the space-time lattice Z^2 converges in distribution to the Brownian web. In that proof, the FKG inequality played an important role in establishing a density bound, which is a part of the convergence criterion for the Brownian web formulated by Fontes et al (2004). In this note, we illustrate how an alternative convergence criterion formulated by Newman et al (2005) can be verified in this case, which involves a dual density bound t…
For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements include the regular variation of the jump distribution tail for underlying random walk and the well-known L log L condition for the offspring numbers. In our classification, given in the previous paper, the analysis refers to supercritical CBRW. The principle result demonstrates that, after a proper normalization, the maximum of CBRW converges in distribution to …
We show that all the time-dependent statistical properties of the rightmost points of a branching Brownian motion can be extracted from the traveling wave solutions of the Fisher-KPP equation. We show that the distribution of all the distances between the rightmost points has a long time limit which can be understood as the delay of the Fisher-KPP traveling waves when the initial condition is modified. The limiting measure exhibits the surprising property of superposability: the statistical properties of the distances between the rightmost points of the union of two realizations of the branchi…
We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type $1$ can give birth to particles of types $1$ and $2$, but particles of type $2$ only give birth to descendants of type $2$. Under some specific conditions, Biggins (2012) shows that this process exhibit an anomalous spreading behaviour: the rightmost particle at time $t$ is much further than the expected position for the rightmost particle in a branching Br…
We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of algebraic combinatorics. As limiting distributions the area distributions of the Brownian excursion and meander occur. As combinatorial applications we compute the area laws for discrete excursions and meanders with an arbitrary finite set of steps and the area distribution of column convex polyominoes. As a by-product of our approach we find the joint distribution…
It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be proved in several different ways (see e.g. Brunet and Derrida, 2010, Arguin et al., 2010, 2011). The structure of this extremal point process turns out to be a Poisson point process with exponential intensity in which each atom has been decorated by an independent copy of an auxiliary point process. The main goal of the present work is to give a complete desc…
In several examples, dualities for interacting diffusion and particle systems permit the study of the longtime behavior of solutions. A particularly difficult model in which many techniques collapse is a two-type model with mutually catalytic interaction introduced by Dawson/Perkins for which they proved under some assumptions a dichotomy between extinction and coexistence directly from the defining equations. In the present article we show how to prove a precise dichotomy for a related model with negatively correlated noises. The proof uses moment bounds on exit-times of correlated Brownian m…
Consider a catalytic super-Brownian motion $X=X^Γ$ with finite variance branching. Here `catalytic' means that branching of the reactant $X$ is only possible in the presence of some catalyst. Our intrinsic example of a catalyst is a stable random measure $Γ$ on $R$ of index $0< gamma <1$. Consequently, here the catalyst is located in a countable dense subset of $R$. Starting with a finite reactant mass $X_0$ supported by a compact set, $X$ is shown to die in finite time. Our probabilistic argument uses the idea of good and bad historical paths of reactant `particles' during time periods $[T_{n…
Consider the mutually catalytic branching process with finite branching rate $γ$. We show that as $γ\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give descriptions of this process in terms of its semigroup in terms of the infinitesimal generator and as the solution of a martingale problem. We also give a strong construction in terms of a planar Brownian motion from which we infer a path property of the process. This is the first paper in a series or three, wherein we also construct an interacting version of this process …
A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion limits, explicit Pfaffan kernels are derived for a variety of coalescing and annihilating Brownian systems. For Brownian motions on $\mathbb{R}$, depending on the initial conditions, the corresponding kernels are closely related to the bulk and edge scaling limits of the Pfaffan point process for real eigenvalues for the real Ginibre ensemble of random matrices…
We study a particle system with the following diffusion-branching-selection mechanism. Particles perform independent one dimensional Brownian motions and on top of that, at a constant rate, a pair of particles is chosen uniformly at random and both particles adopt the position of the rightmost one among them. We show that the cumulative distribution function of the empirical measure converges to a solution of the Fisher-Kolmogorov-Petrovskii-Piskunov (F-KPP) equation and use this fact to prove that the system selects the minimal macroscopic speed as the number of particles goes to infinity.
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the Fisher-KPP equation to traveling waves, the law of the rightmost particle in the limit of large times is rather well understood. In this work, we address the full statistics of the extremal particles (first-, second-, third- etc. largest). In particular, we prove that in the large $t-$limit, such particles descend with overwhelming probability from ancestors h…
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…
We study the distance between the two rightmost particles in branching Brownian motion. Derrida and the second author have shown that the long-time limit $d_{12}$ of this random variable can be expressed in terms of PDEs related to the Fisher--KPP equation. We use such a representation to determine the sharp asymptotics of $\mathbb{P}(d_{12} > a)$ as $a\to+\infty$. These tail asymptotics were previously known to "exponential order;" we discover an algebraic correction to this behavior.
In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compute the probability density of the number of particles near the rightmost one at a time $T$, that we take very large, when this extreme particle is conditioned to arrive at a predefined position $x_T$ chosen far ahead of its expected position $m_T$. We recover the previously-conjectured fact that the typical number density of particles a distance $Δ$ to the left of the lead particle, when both $Δ$ and $x_T-Δ-m_T$ are large, is smaller than the mean number density by a factor proportional to $e^{-…
We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the unit interval as well. At branching times, a particle is chosen among all particles to the left of the branching one by sampling its rank according to $D$. The measure $D$ is allowed to have total mass less than one, which corresponds to a positive probability of no killing. Between branching times, particles perform independent Brownian Motions in the real li…
How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various surface-mediated phenomena such as heterogeneous catalysis, permeation through semi-permeable membranes, or surface relaxation in nuclear magnetic resonance. In this paper, we obtain the probability distribution of the boundary local time in terms of the spectral properties of the Dirichlet-to-Neumann operator. We investigate the short-time and long-time asymptotic behav…
We introduce a new class of stochastic partial differential equations (SPDEs) with seed bank modeling the spread of a beneficial allele in a spatial population where individuals may switch between an active and a dormant state. Incorporating dormancy and the resulting seed bank leads to a two-type coupled system of equations with migration between both states. We first discuss existence and uniqueness of seed bank SPDEs and provide an equivalent delay representation that allows a clear interpretation of the age structure in the seed bank component. The delay representation will also be crucial…
One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $β/2$ times the inverse of particle distance. When $β=2$, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson's model with $β=2$ and $N$ particles, $\X(t)=(X_1(t), ..., X_N(t)), t \in [0,\infty), 2 \leq N < \infty$, is determinantal in the sense that any multitime correlation function is given by a determ…