Asymptotic expansion for branching killed Brownian motion with drift

Haojie Hou, Yan Xia Ren, Renming Song

Research output: Contribution to journalArticlepeer-review

Abstract

Let Z(0,∞) t be the point process formed by the positions of all particles alive at time t in a branching Brownian motion with drift −θ and killed upon reaching 0. We assume θ ∈ [0,√2) and study the asymptotic expansions of Zt(0,∞) (A) for intervals A ⊂ (0, ∞) under the assumption that (Formula Presented) for some large λ. These results extend and sharpen the results of Louidor and Saglietti [J. Stat. Phys, 2020] and that of Kesten [Stochastic Process. Appl., 1978].

Original languageEnglish (US)
Article number28
JournalElectronic Journal of Probability
Volume30
DOIs
StatePublished - 2025

Keywords

  • asymptotic expansion
  • branching Brownian motion with absorption
  • martingale approximation
  • spine decomposition

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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