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Branching brownian motion with absorption
Authors:Harry Kesten
Institution:Department of Mathematics, Cornell University, Ithaca, NY 14853, U.S.A.
Abstract:We consider a branching diffusion {Zt}t?0 in which particles move during their life time according to a Brownian motion with drift -μ and variance coefficient σ2, and in which each particle which enters the negative half line is instantaneously removed from the population. If particles die with probability c dt+o(dt) in t,t+dt] and if the mean number of offspring per particle is m>1, then Zt dies out w.p.l. if μ?μ0≡{2σ2c(m?1)}12. If μ<μ0, then itZt grows exponentially with positive probability. Our main concern here is with the critical case where μ=μ0. Even though E{ZT}∽const.T?32 in this case, we find that P{ZT>0} is only exp{–const.T13+0(logT)2}, and conditionally on {ZT>0} there are with high probability much fewer particles alive at time T than E{ZT|ZT0}.
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