Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion
We consider a branching Brownian motion on in which one particle splits into 1+X children. There exists a critical value in the sense that 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 is closely connected with the rescaled Laplace transform of the limit of the so-called derivative martingale . Thus special interest is put on the property of its limit . 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, if EX(log+X)2+[delta]<+[infinity] for some [delta]>0 while if EX(log+X)2-[delta]=+[infinity]. It is conjectured that is non-degenerate if and only if EX(log+X)2<+[infinity]. The purpose of this article is to prove this conjecture.
Year of publication: |
2011
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Authors: | Yang, Ting ; Ren, Yan-Xia |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 2, p. 195-200
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Publisher: |
Elsevier |
Keywords: | Branching Brownian motion Derivative martingale Spine construction Traveling wave solution K-P-P equation |
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