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Branching Brownian motion conditioned on small maximum (2007.00405v1)
Published 1 Jul 2020 in math.PR
Abstract: 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 $\mathbb{P}(M_t \leq \sqrt{2}\alpha t)$ for $\alpha < 1$. We verify their conjecture, and describe the law of the branching Brownian motion conditioned on having a small maximum.