Abstract
We consider a branching Brownian motion on R in which one particle splits into 1+X children. There exists a critical value λ in the sense that λ is the lowest velocity such that a traveling wave solution to the corresponding Kolmogorov-Petrovskii-Piskunov equation exists. It is also known that the traveling wave solution with velocity λ is closely connected with the rescaled Laplace transform of the limit of the so-called derivative martingale ∂Wt(λ). Thus special interest is put on the property of its limit ∂W(λ). Kyprianou [Kyprianou, A.E., 2004. Traveling wave solutions to the K-P-P equation: alternatives to Simon Harris' probability analysis. Ann. Inst. H. Poincaré 40, 53-72.] proved that, ∂W(λ)>0 if EX(log+X)2+δ<+∞ for some δ>0 while ∂W(λ)=0 if EX(log+X)2+δ<+∞. It is conjectured that ∂W(λ) is non-degenerate if and only if EX(log+X)2<+∞. The purpose of this article is to prove this conjecture.
Original language | English |
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Pages (from-to) | 195-200 |
Number of pages | 6 |
Journal | Statistics and Probability Letters |
Volume | 81 |
Issue number | 2 |
DOIs | |
Publication status | Published - Feb 2011 |
Externally published | Yes |
Keywords
- Branching Brownian motion
- Derivative martingale
- K-P-P equation
- Spine construction
- Traveling wave solution