Velocity of the $L$-branching Brownian motion
Michel Pain

TL;DR
This paper analyzes the velocity growth of an $L$-branching Brownian motion system, proving it grows linearly with a specific asymptotic velocity as $L$ increases, confirming a conjecture in the physics literature.
Contribution
It provides a rigorous proof of the asymptotic behavior of the velocity $v_L$ in the $L$-branching Brownian motion model, connecting it with branching Brownian motion in a strip.
Findings
Velocity $v_L$ grows linearly with $L$
Asymptotic behavior of $v_L$ as $L o abla$ is $ o rac{ ext{constant}}{L^2}$
Confirmed the conjecture by Brunet, Derrida, Mueller, and Munier.
Abstract
We consider a branching-selection system of particles on the real line that evolves according to the following rules: each particle moves according to a Brownian motion during an exponential lifetime and then splits into two new particles and, when a particle is at a distance of the highest particle, it dies without splitting. This model has been introduced by Brunet, Derrida, Mueller and Munier in the physics literature and is called the -branching Brownian motion. We show that the position of the system grows linearly at a velocity almost surely and we compute the asymptotic behavior of as tends to infinity: , as conjectured by Brunet, Derrida, Mueller and Munier. The proof makes use of results by Berestycki, Berestycki and Schweinsberg concerning branching Brownian motion in a strip.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management
