TY - JOUR
T1 - ASYMPTOTIC BEHAVIORS OF SUBCRITICAL BRANCHING KILLED BROWNIAN MOTION WITH DRIFT
AU - Hou, Haojie
AU - Ren, Yan Xia
AU - Song, Renming
AU - Zhu, Yaping
N1 - The research of this project is supported by the National Key R&D Program of China (No. 2020YFA0712900). The research of Haojie Hou is supported by the China Postdoctoral Science Foundation (No. 2024M764112). The research of Yan-Xia Ren is supported by NSFC (Grants numbers 12071011 and 12231002) and the Fundamental Research Funds for the Central Universities, Peking University LMEQF. Research supported in part by a grant from the Simons Foundation (#960480, Renming Song). The research of Yaping Zhu is supported by the China Postdoctoral Science Foundation (No. 2024M760056).
We thank the referees for the very helpful comments. Part of the research for this paper was done while the third-named author was visiting Jiangsu Normal University, where he was partially supported by a grant from the National Natural Science Foundation of China (11931004, Yingchao Xie). Yaping Zhu is the corresponding author.
PY - 2025/5/26
Y1 - 2025/5/26
N2 - In this paper, we study asymptotic behaviors of a subcritical branching Brownian motion with drift −ρ, killed upon exiting (0, ∞), and offspring distribution {pk: k ≥ 0}. Let ζ̴−ρ be the extinction time of this subcritical branching killed Brownian motion, M̴t−ρ the maximal position of all the particles alive at time t and M̴−ρ:= maxt≥0 M̴t−ρ the all-time maximal position. Let Px be the law of this subcritical branching killed Brownian motion when the initial particle is located at x ∈ (0, ∞). Under the assumption ∞k=1 k(log k)pk < ∞, we establish the decay rates of Px(ζ̴−ρ > t) and Px(M̴−ρ > y) as t and y respectively tend to ∞. We also establish the decay rate of Px(M̴t−ρ > z(t, ρ)) as t → ∞, where z(t, ρ) = √tz − ρt for ρ ≤ 0 and z(t, ρ) = z for ρ > 0. As a consequence, we obtain a Yaglom-type limit theorem.
AB - In this paper, we study asymptotic behaviors of a subcritical branching Brownian motion with drift −ρ, killed upon exiting (0, ∞), and offspring distribution {pk: k ≥ 0}. Let ζ̴−ρ be the extinction time of this subcritical branching killed Brownian motion, M̴t−ρ the maximal position of all the particles alive at time t and M̴−ρ:= maxt≥0 M̴t−ρ the all-time maximal position. Let Px be the law of this subcritical branching killed Brownian motion when the initial particle is located at x ∈ (0, ∞). Under the assumption ∞k=1 k(log k)pk < ∞, we establish the decay rates of Px(ζ̴−ρ > t) and Px(M̴−ρ > y) as t and y respectively tend to ∞. We also establish the decay rate of Px(M̴t−ρ > z(t, ρ)) as t → ∞, where z(t, ρ) = √tz − ρt for ρ ≤ 0 and z(t, ρ) = z for ρ > 0. As a consequence, we obtain a Yaglom-type limit theorem.
KW - Branching killed Brownian motion
KW - Feynman–Kac representation
KW - maximal displacement
KW - survival probability
UR - https://www.scopus.com/pages/publications/105006553032
UR - https://www.scopus.com/pages/publications/105006553032#tab=citedBy
U2 - 10.1017/apr.2025.17
DO - 10.1017/apr.2025.17
M3 - Article
AN - SCOPUS:105006553032
SN - 0001-8678
JO - Advances in Applied Probability
JF - Advances in Applied Probability
ER -