Extremal process for irreducible multi-type branching Brownian motion

Haojie Hou, Yan Xia Ren, Renming Song

Research output: Contribution to journalArticlepeer-review

Abstract

We first study the convergence of solutions of a system of F-KPP equations related to irreducible multi-type branching Brownian motions with Heaviside-type initial conditions to traveling wave solutions. Then we apply this convergence result to prove that the extremal process of an irreducible multi-type branching Brownian motion converges weakly to a cluster point process.

Original languageEnglish (US)
Pages (from-to)1417-1473
Number of pages57
JournalAlea (Rio de Janeiro)
Volume21
Issue number2
DOIs
StatePublished - 2024

Keywords

  • Extremal process
  • irreducible multi-type branching Brownian motion
  • non-local Feynman-Kac formula

ASJC Scopus subject areas

  • Statistics and Probability

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