摘要
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.
| 源语言 | 英语 |
|---|---|
| 页(从-至) | 195-200 |
| 页数 | 6 |
| 期刊 | Statistics and Probability Letters |
| 卷 | 81 |
| 期 | 2 |
| DOI | |
| 出版状态 | 已出版 - 2月 2011 |
| 已对外发布 | 是 |
学术指纹
探究 'Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion' 的科研主题。它们共同构成独一无二的学术指纹。引用此
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