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August 2012 Poissonian statistics in the extremal process of branching Brownian motion
Louis-Pierre Arguin, Anton Bovier, Nicola Kistler
Ann. Appl. Probab. 22(4): 1693-1711 (August 2012). DOI: 10.1214/11-AAP809

Abstract

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647–1676] that, in the limit of large time $t$, extremal particles descend with overwhelming probability from ancestors having split either within a distance of order $1$ from time $0$, or within a distance of order 1 from time $t$. The result suggests that the extremal process of branching Brownian motion is a randomly shifted cluster point process. Here we put part of this picture on rigorous ground: we prove that the point process obtained by retaining only those extremal particles which are also maximal inside the clusters converges in the limit of large $t$ to a random shift of a Poisson point process with exponential density. The last section discusses the Tidal Wave Conjecture by Lalley and Sellke [Ann. Probab. 15 (1987) 1052–1061] on the full limiting extremal process and its relation to the work of Chauvin and Rouault [Math. Nachr. 149 (1990) 41–59] on branching Brownian motion with atypical displacement.

Citation

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Louis-Pierre Arguin. Anton Bovier. Nicola Kistler. "Poissonian statistics in the extremal process of branching Brownian motion." Ann. Appl. Probab. 22 (4) 1693 - 1711, August 2012. https://doi.org/10.1214/11-AAP809

Information

Published: August 2012
First available in Project Euclid: 10 August 2012

zbMATH: 1255.60152
MathSciNet: MR2985174
Digital Object Identifier: 10.1214/11-AAP809

Subjects:
Primary: 60G70 , 60J80 , 82B44

Keywords: Branching Brownian motion , Extremal process , Extreme value theory , Traveling waves

Rights: Copyright © 2012 Institute of Mathematical Statistics

Vol.22 • No. 4 • August 2012
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