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Bibliographic Details
Main Author: He, Hui
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2408.00532
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author He, Hui
author_facet He, Hui
contents 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 motions and create offspring at a 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, Belloum and Mallein in \cite{BeMa21} showed that the maximum position $M_t$ of all particles alive at time $t$, suitably centered by a deterministic function $m_t$, converge weakly. In this work, we are interested in the decay rate of the following upper large deviation probability, as $t\rightarrow\infty$, \[ {\mathbb P}(M_t\geq θm_t),\quad θ>1. \] We shall show that the decay rate function exhibits phase transitions depending on certain relations between $θ$, the variance of the underlying Brownian motion and the branching rate.
format Preprint
id arxiv_https___arxiv_org_abs_2408_00532
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Large deviations for the maximum of a reducible two-type branching Brownian motion
He, Hui
Probability
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 motions and create offspring at a 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, Belloum and Mallein in \cite{BeMa21} showed that the maximum position $M_t$ of all particles alive at time $t$, suitably centered by a deterministic function $m_t$, converge weakly. In this work, we are interested in the decay rate of the following upper large deviation probability, as $t\rightarrow\infty$, \[ {\mathbb P}(M_t\geq θm_t),\quad θ>1. \] We shall show that the decay rate function exhibits phase transitions depending on certain relations between $θ$, the variance of the underlying Brownian motion and the branching rate.
title Large deviations for the maximum of a reducible two-type branching Brownian motion
topic Probability
url https://arxiv.org/abs/2408.00532