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The Yaglom limit for branching Brownian motion with absorption and slightly subcritical drift

Abstract:
Consider branching Brownian motion with absorption in which particles move independently as one-dimensional Brownian motions with drift −ρ, each particle splits into two particles at rate one, and particles are killed when they reach the origin. Kesten [14] showed that this process dies out with probability one if and only if ρ ≥ √2. We show that in the subcritical case when ρ > √2, the law of the process conditioned on survival until time t converges as t → ∞ to a quasi-stationary distribution, which we call the Yaglom limit. We give a construction of this quasi-stationary distribution. We also study the asymptotic behavior as ρ ↓ √2 of this quasi-stationary distribution. We show that the logarithm of the number of particles and the location of the highest particle are of order ε−1/3, and we obtain a limit result for the empirical distribution of the particle locations.
Publication status:
Published
Peer review status:
Not peer reviewed

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Preprint server copy:
10.48550/arxiv.2409.08789

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Oxford college:
Magdalen College
Role:
Author
ORCID:
0000-0001-8783-4937


Preprint server:
arXiv
Publication date:
2024-09-16
DOI:


Language:
English
Keywords:
Pubs id:
2031745
Local pid:
pubs:2031745
Deposit date:
2025-10-06
ARK identifier:

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