The extremal process of a cascading family of branching Brownian motion
Mohamed Ali Belloum

TL;DR
This paper investigates the long-term behavior of the extremal positions in a multi-type branching Brownian motion system, focusing on particles of type 2, revealing their asymptotic distribution and extremal process characteristics.
Contribution
It introduces a cascading multi-type branching Brownian motion model and characterizes the asymptotic extremal process for particles of type 2, extending classical results to a new multi-type setting.
Findings
Asymptotic distribution of extremal particles of type 2 established
Extremal process of type 2 particles characterized
New multi-type branching Brownian motion model analyzed
Abstract
We study the asymptotic behaviour of the extremal process of a cascading family of branching Brownian motions. This is a particle system on the real line such that each particle has a type in addition to his position. Particles of type move on the real line according to Brownian motions and branch at rate into two children of type . Furthermore, at rate , they give birth to children too of type . Particles of type move according to standard Brownian motion and branch at rate , but cannot give birth to descendants of type . We obtain the asymptotic behaviour of the extremal process of particles of type .
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Mathematical Dynamics and Fractals
