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Branching Brownian motion with absorption and the all-time minimum of branching Brownian motion with drift

Published 3 Jun 2015 in math.PR | (1506.01429v2)

Abstract: We study a dyadic branching Brownian motion on the real line with absorption at 0, drift $\mu \in \mathbb{R}$ and started from a single particle at position $x>0.$ When $\mu$ is large enough so that the process has a positive probability of survival, we consider $K(t),$ the number of individuals absorbed at 0 by time $t$ and for $s\ge 0$ the functions $\omega_s(x):= \mathbb{E}x[s{K(\infty)}].$ We show that $\omega_s<\infty$ if and only of $s\in[0,s_0]$ for some $s_0>1$ and we study the properties of these functions. Furthermore, for $s=0, \omega(x) := \omega_0(x) =\mathbb{P}x(K(\infty)=0)$ is the cumulative distribution function of the all time minimum of the branching Brownian motion with drift started at 0 without absorption. We give three descriptions of the family $\omega_s, s\in [0,s_0]$ through a single pair of functions, as the two extremal solutions of the Kolmogorov-Petrovskii-Piskunov (KPP) traveling wave equation on the half-line, through a martingale representation and as an explicit series expansion. We also obtain a precise result concerning the tail behavior of $K(\infty)$. In addition, in the regime where $K(\infty)>0$ almost surely, we show that $u(x,t) := \mathbb{P}x(K(t)=0)$ suitably centered converges to the KPP critical travelling wave on the whole real line.

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