| Título: | Survival probabilities for branching Brownian motion with absorption |
| Autores: |
Harris, John William; University of Bristol Harris, Simon C; University of Bath |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Branching Brownian motion with absorption; spine constructions; additive martingales. 60J80 |
| Descripción: | We study a branching Brownian motion (BBM) with absorption, in which particles move as Brownian motions with drift $-\rho$, undergo dyadic branching at rate $\beta>0$, and are killed on hitting the origin. In the case $\rho>\sqrt{2\beta}$ the extinction time for this process, $\zeta$, is known to be finite almost surely. The main result of this article is a large-time asymptotic formula for the survival probability $P^x(\zeta>t)$ in the case $\rho>\sqrt{2\beta}$, where $P^x$ is the law of the BBM with absorption started from a single particle at the position $x>0$. We also introduce an additive martingale, $V$, for the BBM with absorption, and then ascertain the convergence properties of $V$. Finally, we use $V$ in a `spine' change of measure and interpret this in terms of `conditioning the BBM to survive forever' when $\rho>\sqrt{2\beta}$, in the sense that it is the large $t$-limit of the conditional probabilities $P^x(A\mid \zeta > t+s)$, for $A\in F_s$. |
| Idioma: | No aplica |
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