An ergodic theorem for the maximum of branching Brownian motion with absorption
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910209965817856 |
|---|---|
| author | Yang, Fan |
| author_facet | Yang, Fan |
| contents | In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this process converges almost surely to a randomly shifted Gumbel distribution. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_02479 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | An ergodic theorem for the maximum of branching Brownian motion with absorption Yang, Fan Probability Primary: 60J80, Secondary: 60G70 In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this process converges almost surely to a randomly shifted Gumbel distribution. |
| title | An ergodic theorem for the maximum of branching Brownian motion with absorption |
| topic | Probability Primary: 60J80, Secondary: 60G70 |
| url | https://arxiv.org/abs/2409.02479 |