Branching Brownian motion with absorption and the all-time minimum of branching Brownian motion with drift

TL;DR

This paper analyzes a branching Brownian motion with absorption and drift, focusing on the distribution of the all-time minimum and the number of absorbed particles, connecting it to KPP equations and traveling wave solutions.

Contribution

It introduces a novel analysis of the absorption and minimum distribution in branching Brownian motion with drift, linking it to KPP equations and providing explicit descriptions.

Findings

Characterization of the finiteness of _s for s in [0, s_0]

Explicit series expansion of the functions _s

Convergence of absorption probability to KPP traveling wave

Abstract

We study a dyadic branching Brownian motion on the real line with absorption at 0, drift $\mu \in \mathbb{R}$ and started from a single particle at position $x>0.$ When $\mu$ is large enough so that the process has a positive probability of survival, we consider $K(t),$ the number of individuals absorbed at 0 by time $t$ and for $s\ge 0$ the functions $\omega_s(x):= \mathbb{E}^x[s^{K(\infty)}].$ We show that $\omega_s<\infty$ if and only of $s\in[0,s_0]$ for some $s_0>1$ and we study the properties of these functions. Furthermore, for $s=0, \omega(x) := \omega_0(x) =\mathbb{P}^x(K(\infty)=0)$ is the cumulative distribution function of the all time minimum of the branching Brownian motion with drift started at 0 without absorption. We give three descriptions of the family $\omega_s, s\in [0,s_0]$ through a single pair of functions, as the two extremal solutions of the Kolmogorov-Petrovskii-Piskunov (KPP) traveling wave equation on the half-line, through a martingale representation and as an explicit series expansion. We also obtain a precise result concerning the tail behavior of $K(\infty)$. In addition, in the regime where $K(\infty)>0$ almost surely, we show that $u(x,t) := \mathbb{P}^x(K(t)=0)$ suitably centered converges to the KPP critical travelling wave on the whole real line.