• Media type: E-Article
  • Title: A Conditional Limit Theorem for the Frontier of a Branching Brownian Motion
  • Contributor: Lalley, S. P.; Sellke, T.
  • Published: Institute of Mathematical Statistics, 1987
  • Published in: The Annals of Probability, 15 (1987) 3, Seite 1052-1061
  • Language: English
  • ISSN: 0091-1798
  • Origination:
  • Footnote:
  • Description: We prove a weak limit theorem which relates the large time behavior of the maximum of a branching Brownian motion to the limiting value of a certain associated martingale. This exhibits the minimal velocity travelling wave for the KPP-Fisher equation as a translation mixture of extreme-value distributions. We also show that every particle in a branching Brownian motion has a descendant at the frontier at some time. A final section states several conjectures concerning a hypothesized stationary "standing wave of particles" process and the relationship of this process to branching Brownian motion.
  • Access State: Open Access