IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v141y2021icp245-273.html
   My bibliography  Save this article

A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption

Author

Listed:
  • Liu, Jiaqi

Abstract

We consider a slightly subcritical branching Brownian motion with absorption, where particles move as Brownian motions with drift −2+2ɛ, undergo dyadic fission at rate 1, and are killed when they reach the origin. We obtain a Yaglom type asymptotic result, showing that the long run expected number of particles conditioned on survival grows exponentially as 1/ɛ as the process approaches criticality.

Suggested Citation

  • Liu, Jiaqi, 2021. "A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption," Stochastic Processes and their Applications, Elsevier, vol. 141(C), pages 245-273.
    • Handle: RePEc:eee:spapps:v:141:y:2021:i:c:p:245-273
    DOI: 10.1016/j.spa.2021.07.009
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414921001216
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2021.07.009?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kesten, Harry, 1978. "Branching brownian motion with absorption," Stochastic Processes and their Applications, Elsevier, vol. 7(1), pages 9-47, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Zenghu & Zhu, Yaping, 2022. "Survival probability for super-Brownian motion with absorption," Statistics & Probability Letters, Elsevier, vol. 186(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Aïdékon, Elie & Jaffuel, Bruno, 2011. "Survival of branching random walks with absorption," Stochastic Processes and their Applications, Elsevier, vol. 121(9), pages 1901-1937, September.
    2. Durrett, Rick & Mayberry, John, 2010. "Evolution in predator-prey systems," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1364-1392, July.
    3. Li, Zenghu & Zhu, Yaping, 2022. "Survival probability for super-Brownian motion with absorption," Statistics & Probability Letters, Elsevier, vol. 186(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:141:y:2021:i:c:p:245-273. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.