We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel, distribtion with a random shift. The method of proof is based on the decorrelation of the maximal displacements for appropriate time scales. A crucial input is the localization of the paths of particles close to the maximum that was previously established by the authors [Comm. Pure Appl. Math. 64 (2011)].
"An ergodic theorem for the frontier of branching Brownian motion." Electron. J. Probab. 18 1 - 25, 2013. https://doi.org/10.1214/EJP.v18-2082