vix.ing · top · new · best · stats · spec

Critical Branching Brownian Motion with Killing

2015/07/09 by Lalley, Steven P., Zheng, Bowei · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1507.02345

Abstract

We obtain sharp asymptotic estimates for hitting probabilities of a critical branching Brownian motion in one dimension with killing at 0 We also obtain sharp asymptotic formulas for the tail probabilities of the number of particles killed at 0. In the special case of double-or-nothing branching, we give exact formulas for both the hitting probabilities, in terms of elliptic functions, and the distribution of the number of killed particles.

Cited by

Related