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ASYMPTOTIC BEHAVIORS OF SUBCRITICAL BRANCHING KILLED BROWNIAN MOTION WITH DRIFT

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Abstract

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≥0tρ 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.

Original languageEnglish (US)
JournalAdvances in Applied Probability
Early online dateMay 26 2025
DOIs
StateE-pub ahead of print - May 26 2025

Keywords

  • Branching killed Brownian motion
  • Feynman–Kac representation
  • maximal displacement
  • survival probability

ASJC Scopus subject areas

  • Statistics and Probability
  • Applied Mathematics

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