Survival Probabilities for Branching Brow- Nian Motion with Absorption

نویسندگان

  • J. W. HARRIS
  • S. C. HARRIS
چکیده

We study a branching Brownian motion (BBM) with absorption, in which particles move as Brownian motions with drift −ρ, undergo dyadic branching at rate β > 0, and are killed on hitting the origin. In the case ρ > √ 2β the extinction time for this process, ζ, is known to be finite almost surely. The main result of this article is a large-time asymptotic formula for the survival probability P (ζ > t) in the case ρ > √ 2β, where P x is the law of the BBM with absorption started from a single particle at the position x > 0. We also introduce an additive martingale, V , for the BBM with absorption, and then ascertain the convergence properties of V . Finally, we use V in a ‘spine’ change of measure and interpret this in terms of ‘conditioning the BBM to survive forever’ when ρ > √ 2β, in the sense that it is the large t-limit of the conditional probabilities P x(A|ζ > t+ s), for A ∈ Fs.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Sharp Bounds for Green Functions and Jump- Ing Functions of Subordinate Killed Brow- Nian Motions in Bounded C Domains

In this paper we obtain sharp bounds for the Green function and jumping function of a subordinate killed Brownian motion in a bounded C domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at infinity.

متن کامل

Se p 20 05 Random Trees , Lévy Processes and Spatial Branching Processes

Random trees. Random trees. The main goal of this work is to investigate the genealogical structure of continuous-state branching processes in connection with limit theorems for discrete Galton-Watson trees. Applications are also given to the construction and various properties of spatial branching processes including a general class of superprocesses. Our starting point is the recent work of L...

متن کامل

On the Conditioned Exit Measures of Super Brownian Motion

In this paper we present a martingale related to the exit measures of super Brow-nian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is shown to be identical to a measure generated by a non-homogeneous branching particle system with immigration of mass. An application is given to the problem ...

متن کامل

Intersection properties of Brownian paths

This review presents a modern approach to intersections of Brownian paths. It exploits the fundamental link between intersection properties and percolation processes on trees. More precisely, a Brownians path is intersect-equivalent to certain fractal percolation. It means that the intersection probabilities of Brownian paths can be estimated up to constant factors by survival probabilities of ...

متن کامل

On the reliability wiener number

One of the generalizations of the Wiener number to weighted graphs is to assign probabilities to edges, meaning that in nonstatic conditions the edge is present only with some probability. The Reliability Wiener number is defined as the sum of reliabilities among pairs of vertices, where the reliability of a pair is the reliability of the most reliable path. Closed expressions are derived for t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007